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 | 0,53% | 1,91 CHF | 1,92 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 473 599 CHF | 190 440 CHF | 99,17% | 99,17% |
15/07/2024 | 0,53% | 1,84 CHF | 1,85 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 466 581 CHF | 187 632 CHF | 99,17% | 99,17% |
12/07/2024 | 0,55% | 1,84 CHF | 1,85 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 454 467 CHF | 182 787 CHF | 99,16% | 99,16% |
11/07/2024 | 0,52% | 1,92 CHF | 1,93 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 479 672 CHF | 192 869 CHF | 99,16% | 99,16% |
10/07/2024 | 0,53% | 1,90 CHF | 1,91 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 469 002 CHF | 188 601 CHF | 99,17% | 99,17% |
09/07/2024 | 0,53% | 1,82 CHF | 1,83 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 471 257 CHF | 189 503 CHF | 99,17% | 99,17% |
08/07/2024 | 0,53% | 1,82 CHF | 1,83 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 466 601 CHF | 187 640 CHF | 99,15% | 99,15% |
05/07/2024 | 0,49% | 2,02 CHF | 2,03 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 509 168 CHF | 204 667 CHF | 99,16% | 99,16% |
04/07/2024 | 0,47% | 2,14 CHF | 2,15 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 534 182 CHF | 214 673 CHF | 99,17% | 99,17% |
03/07/2024 | 0,47% | 2,14 CHF | 2,15 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 529 899 CHF | 212 960 CHF | 99,17% | 99,17% |