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 | 0,65% | 1,49 CHF | 1,50 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 459 157 CHF | 154 052 CHF | 99,42% | 99,42% |
15/07/2024 | 0,61% | 1,61 CHF | 1,62 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 494 432 CHF | 165 811 CHF | 99,42% | 99,42% |
12/07/2024 | 0,56% | 1,82 CHF | 1,83 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 533 067 CHF | 178 689 CHF | 99,42% | 99,42% |
11/07/2024 | 0,61% | 1,68 CHF | 1,69 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 488 561 CHF | 163 854 CHF | 98,06% | 98,06% |
10/07/2024 | 0,67% | 1,55 CHF | 1,56 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 447 646 CHF | 150 215 CHF | 98,90% | 98,90% |
09/07/2024 | 0,67% | 1,43 CHF | 1,44 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 449 441 CHF | 150 814 CHF | 99,42% | 99,42% |
08/07/2024 | 0,61% | 1,53 CHF | 1,54 CHF | 300 000 | 100 000 | 299 982 | 100 000 | 493 237 CHF | 165 421 CHF | 99,41% | 99,41% |
05/07/2024 | 0,56% | 1,72 CHF | 1,73 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 533 062 CHF | 178 687 CHF | 99,14% | 99,14% |
04/07/2024 | 0,57% | 1,77 CHF | 1,78 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 526 819 CHF | 176 606 CHF | 99,39% | 99,39% |
03/07/2024 | 0,57% | 1,74 CHF | 1,75 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 526 728 CHF | 176 576 CHF | 99,42% | 99,42% |