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 | 1,15% | 0,95 CHF | 0,96 CHF | 300 000 | 300 000 | 299 890 | 299 889 | 258 875 CHF | 261 875 CHF | 100,00% | 100,00% |
15/07/2024 | 0,87% | 1,00 CHF | 1,01 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 345 833 CHF | 348 833 CHF | 99,99% | 99,99% |
12/07/2024 | 0,92% | 1,18 CHF | 1,19 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 325 936 CHF | 328 936 CHF | 100,00% | 100,00% |
11/07/2024 | 1,07% | 0,97 CHF | 0,98 CHF | 300 000 | 300 000 | 299 756 | 299 756 | 280 493 CHF | 283 493 CHF | 99,89% | 99,89% |
10/07/2024 | 1,70% | 0,73 CHF | 0,74 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 175 213 CHF | 178 213 CHF | 100,00% | 100,00% |
09/07/2024 | 1,58% | 0,53 CHF | 0,54 CHF | 300 000 | 300 000 | 299 991 | 300 000 | 189 985 CHF | 192 991 CHF | 100,00% | 100,00% |
08/07/2024 | 1,79% | 0,55 CHF | 0,56 CHF | 300 000 | 300 000 | 299 937 | 299 999 | 168 003 CHF | 171 040 CHF | 100,00% | 100,00% |
05/07/2024 | 1,67% | 0,47 CHF | 0,48 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 180 351 CHF | 183 351 CHF | 99,99% | 99,99% |
04/07/2024 | 1,76% | 0,62 CHF | 0,63 CHF | 300 000 | 300 000 | 300 000 | 299 996 | 170 647 CHF | 173 645 CHF | 100,00% | 100,00% |
03/07/2024 | 1,94% | 0,52 CHF | 0,53 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 154 207 CHF | 157 207 CHF | 100,00% | 100,00% |