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 | 0,70% | 1,42 CHF | 1,43 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 357 070 CHF | 143 828 CHF | 99,16% | 99,16% |
15/07/2024 | 0,65% | 1,48 CHF | 1,49 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 383 154 CHF | 154 261 CHF | 99,17% | 99,17% |
12/07/2024 | 0,66% | 1,55 CHF | 1,56 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 376 126 CHF | 151 450 CHF | 99,17% | 99,17% |
11/07/2024 | 0,66% | 1,54 CHF | 1,55 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 375 391 CHF | 151 156 CHF | 99,17% | 99,17% |
10/07/2024 | 0,69% | 1,45 CHF | 1,46 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 359 397 CHF | 144 759 CHF | 99,16% | 99,16% |
09/07/2024 | 0,68% | 1,43 CHF | 1,44 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 364 378 CHF | 146 751 CHF | 99,17% | 99,17% |
08/07/2024 | 0,66% | 1,48 CHF | 1,49 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 376 898 CHF | 151 759 CHF | 99,16% | 99,16% |
05/07/2024 | 0,66% | 1,50 CHF | 1,51 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 378 535 CHF | 152 414 CHF | 99,15% | 99,15% |
04/07/2024 | 0,62% | 1,63 CHF | 1,64 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 404 496 CHF | 162 798 CHF | 99,17% | 99,17% |
03/07/2024 | 0,64% | 1,59 CHF | 1,60 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 392 308 CHF | 157 923 CHF | 99,16% | 99,16% |