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 | 0,97% | 1,07 CHF | 1,08 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 309 335 CHF | 104 112 CHF | 99,28% | 99,28% |
15/07/2024 | 0,99% | 1,04 CHF | 1,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 300 453 CHF | 101 151 CHF | 99,28% | 99,28% |
12/07/2024 | 0,99% | 1,01 CHF | 1,02 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 300 136 CHF | 101 045 CHF | 98,55% | 98,55% |
11/07/2024 | 1,06% | 0,98 CHF | 0,99 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 282 779 CHF | 95 260 CHF | 92,39% | 92,39% |
10/07/2024 | 1,11% | 0,92 CHF | 0,93 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 269 617 CHF | 90 872 CHF | 98,56% | 98,56% |
09/07/2024 | 1,13% | 0,86 CHF | 0,87 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 265 137 CHF | 89 379 CHF | 99,18% | 99,18% |
08/07/2024 | 1,08% | 0,89 CHF | 0,90 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 275 738 CHF | 92 913 CHF | 99,29% | 99,29% |
05/07/2024 | 1,19% | 0,85 CHF | 0,86 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 250 690 CHF | 84 563 CHF | 99,27% | 99,27% |
04/07/2024 | 1,18% | 0,84 CHF | 0,85 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 253 174 CHF | 85 391 CHF | 99,31% | 99,31% |
03/07/2024 | 1,08% | 0,86 CHF | 0,87 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 275 976 CHF | 92 992 CHF | 98,96% | 98,96% |