Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16/07/2024 | 1,10% | 0,96 CHF | 0,97 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 408 277 CHF | 137 592 CHF | 95,99% | 95,99% |
15/07/2024 | 1,09% | 0,91 CHF | 0,92 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 409 680 CHF | 138 060 CHF | 95,49% | 95,49% |
12/07/2024 | 1,04% | 0,94 CHF | 0,95 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 431 185 CHF | 145 228 CHF | 99,46% | 99,46% |
11/07/2024 | 0,96% | 1,01 CHF | 1,02 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 466 386 CHF | 156 962 CHF | 98,31% | 98,31% |
10/07/2024 | 0,99% | 1,01 CHF | 1,02 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 450 189 CHF | 151 563 CHF | 96,14% | 96,14% |
09/07/2024 | 0,99% | 1,03 CHF | 1,04 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 453 637 CHF | 152 712 CHF | 96,99% | 96,99% |
08/07/2024 | 1,05% | 0,98 CHF | 0,99 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 427 132 CHF | 143 877 CHF | 93,55% | 93,55% |
05/07/2024 | 1,01% | 0,94 CHF | 0,95 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 441 484 CHF | 148 661 CHF | 96,07% | 96,07% |
04/07/2024 | 1,00% | 0,98 CHF | 0,99 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 448 527 CHF | 151 009 CHF | 99,57% | 99,57% |
03/07/2024 | 1,02% | 1,02 CHF | 1,03 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 437 457 CHF | 147 319 CHF | 98,89% | 98,89% |