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 | 1,33% | 0,68 CHF | 0,69 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 224 205 CHF | 75 735 CHF | 99,23% | 99,23% |
15/07/2024 | 1,27% | 0,89 CHF | 0,90 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 236 026 CHF | 79 675 CHF | 99,15% | 99,15% |
12/07/2024 | 1,07% | 0,89 CHF | 0,90 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 280 145 CHF | 94 382 CHF | 99,22% | 99,22% |
11/07/2024 | 0,71% | 1,19 CHF | 1,20 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 423 078 CHF | 142 026 CHF | 98,65% | 98,65% |
10/07/2024 | 0,72% | 1,38 CHF | 1,39 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 418 145 CHF | 140 382 CHF | 99,23% | 99,23% |
09/07/2024 | 0,71% | 1,39 CHF | 1,40 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 421 457 CHF | 141 486 CHF | 99,22% | 99,22% |
08/07/2024 | 0,65% | 1,37 CHF | 1,38 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 461 450 CHF | 154 817 CHF | 99,22% | 99,22% |
05/07/2024 | 0,92% | 1,41 CHF | 1,42 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 326 151 CHF | 109 717 CHF | 99,21% | 99,21% |
04/07/2024 | 0,97% | 1,06 CHF | 1,07 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 308 665 CHF | 103 888 CHF | 99,23% | 99,23% |
03/07/2024 | 0,97% | 1,00 CHF | 1,01 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 309 613 CHF | 104 204 CHF | 99,22% | 99,22% |