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 | 0,94% | 1,15 CHF | 1,16 CHF | 300 000 | 300 000 | 299 891 | 299 892 | 317 807 CHF | 320 808 CHF | 100,00% | 100,00% |
15/07/2024 | 0,74% | 1,20 CHF | 1,21 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 404 802 CHF | 407 802 CHF | 100,00% | 100,00% |
12/07/2024 | 0,78% | 1,38 CHF | 1,39 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 384 811 CHF | 387 811 CHF | 100,00% | 100,00% |
11/07/2024 | 0,88% | 1,16 CHF | 1,17 CHF | 300 000 | 300 000 | 299 751 | 299 751 | 339 301 CHF | 342 301 CHF | 99,92% | 99,92% |
10/07/2024 | 1,28% | 0,92 CHF | 0,93 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 233 968 CHF | 236 968 CHF | 99,99% | 99,99% |
09/07/2024 | 1,20% | 0,72 CHF | 0,73 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 248 969 CHF | 251 969 CHF | 100,00% | 100,00% |
08/07/2024 | 1,32% | 0,74 CHF | 0,75 CHF | 300 000 | 300 000 | 300 000 | 299 999 | 226 921 CHF | 229 921 CHF | 99,99% | 99,99% |
05/07/2024 | 1,26% | 0,67 CHF | 0,68 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 239 185 CHF | 242 185 CHF | 99,99% | 99,99% |
04/07/2024 | 1,30% | 0,82 CHF | 0,83 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 229 504 CHF | 232 504 CHF | 100,00% | 100,00% |
03/07/2024 | 1,40% | 0,72 CHF | 0,73 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 213 040 CHF | 216 040 CHF | 100,00% | 100,00% |