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 | 0,54% | 1,82 CHF | 1,83 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 557 790 CHF | 186 930 CHF | 99,41% | 99,41% |
15/07/2024 | 0,50% | 1,94 CHF | 1,95 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 593 019 CHF | 198 673 CHF | 99,39% | 99,39% |
12/07/2024 | 0,47% | 2,15 CHF | 2,16 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 631 473 CHF | 211 491 CHF | 99,42% | 99,42% |
11/07/2024 | 0,51% | 2,00 CHF | 2,01 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 586 828 CHF | 196 609 CHF | 98,07% | 98,07% |
10/07/2024 | 0,55% | 1,88 CHF | 1,89 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 545 800 CHF | 182 933 CHF | 98,90% | 98,90% |
09/07/2024 | 0,55% | 1,76 CHF | 1,77 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 547 468 CHF | 183 489 CHF | 99,42% | 99,42% |
08/07/2024 | 0,51% | 1,86 CHF | 1,87 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 591 279 CHF | 198 093 CHF | 99,42% | 99,42% |
05/07/2024 | 0,47% | 2,05 CHF | 2,06 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 630 928 CHF | 211 310 CHF | 99,15% | 99,15% |
04/07/2024 | 0,48% | 2,09 CHF | 2,10 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 624 751 CHF | 209 250 CHF | 99,39% | 99,39% |
03/07/2024 | 0,48% | 2,06 CHF | 2,07 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 624 650 CHF | 209 217 CHF | 99,42% | 99,42% |