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 | 0,61% | 1,64 CHF | 1,65 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 738 202 CHF | 247 567 CHF | 97,23% | 97,23% |
15/07/2024 | 0,59% | 1,68 CHF | 1,69 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 762 869 CHF | 255 790 CHF | 96,89% | 96,89% |
12/07/2024 | 0,57% | 1,77 CHF | 1,78 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 783 573 CHF | 262 691 CHF | 96,49% | 96,49% |
11/07/2024 | 0,59% | 1,73 CHF | 1,74 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 762 653 CHF | 255 718 CHF | 97,48% | 97,48% |
10/07/2024 | 0,62% | 1,67 CHF | 1,68 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 726 227 CHF | 243 576 CHF | 98,59% | 98,59% |
09/07/2024 | 0,63% | 1,58 CHF | 1,59 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 715 101 CHF | 239 867 CHF | 98,51% | 98,51% |
08/07/2024 | 0,63% | 1,57 CHF | 1,58 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 713 545 CHF | 239 348 CHF | 95,22% | 95,22% |
05/07/2024 | 0,62% | 1,59 CHF | 1,60 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 728 704 CHF | 244 401 CHF | 95,73% | 95,73% |
04/07/2024 | 0,62% | 1,62 CHF | 1,63 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 724 510 CHF | 243 003 CHF | 95,22% | 95,22% |
03/07/2024 | 0,61% | 1,63 CHF | 1,64 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 735 617 CHF | 246 706 CHF | 96,83% | 96,83% |