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 | 0,66% | 1,57 CHF | 1,58 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 757 650 CHF | 152 530 CHF | 99,27% | 99,27% |
15/07/2024 | 0,68% | 1,45 CHF | 1,46 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 735 134 CHF | 148 027 CHF | 99,27% | 99,27% |
12/07/2024 | 0,67% | 1,49 CHF | 1,50 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 742 169 CHF | 149 434 CHF | 99,27% | 99,27% |
11/07/2024 | 0,66% | 1,50 CHF | 1,51 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 751 712 CHF | 151 342 CHF | 99,27% | 99,27% |
10/07/2024 | 0,68% | 1,48 CHF | 1,49 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 733 006 CHF | 147 601 CHF | 99,27% | 99,27% |
09/07/2024 | 0,70% | 1,41 CHF | 1,42 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 716 688 CHF | 144 338 CHF | 99,27% | 99,27% |
08/07/2024 | 0,68% | 1,46 CHF | 1,47 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 732 356 CHF | 147 471 CHF | 99,25% | 99,25% |
05/07/2024 | 0,69% | 1,45 CHF | 1,46 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 722 040 CHF | 145 408 CHF | 99,27% | 99,27% |
04/07/2024 | 0,70% | 1,44 CHF | 1,45 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 716 344 CHF | 144 269 CHF | 99,27% | 99,27% |
03/07/2024 | 0,72% | 1,41 CHF | 1,42 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 693 706 CHF | 139 741 CHF | 99,27% | 99,27% |