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 | 0,50% | 1,97 CHF | 1,98 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 889 442 CHF | 297 980 CHF | 97,36% | 97,36% |
15/07/2024 | 0,51% | 1,95 CHF | 1,96 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 876 330 CHF | 293 610 CHF | 93,41% | 93,41% |
12/07/2024 | 0,51% | 1,93 CHF | 1,94 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 876 019 CHF | 293 506 CHF | 95,34% | 95,34% |
11/07/2024 | 0,51% | 1,95 CHF | 1,96 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 884 676 CHF | 296 392 CHF | 97,77% | 97,77% |
10/07/2024 | 0,50% | 1,98 CHF | 1,99 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 896 646 CHF | 300 382 CHF | 98,60% | 98,60% |
09/07/2024 | 0,50% | 1,97 CHF | 1,98 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 888 882 CHF | 297 794 CHF | 97,45% | 97,45% |
08/07/2024 | 0,51% | 1,97 CHF | 1,98 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 883 427 CHF | 295 976 CHF | 96,10% | 96,10% |
05/07/2024 | 0,51% | 1,97 CHF | 1,98 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 877 214 CHF | 293 905 CHF | 97,97% | 97,97% |
04/07/2024 | 0,51% | 1,95 CHF | 1,96 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 879 177 CHF | 294 559 CHF | 97,65% | 97,65% |
03/07/2024 | 0,51% | 1,97 CHF | 1,98 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 885 749 CHF | 296 750 CHF | 97,40% | 97,40% |