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 | 0,63% | 1,61 CHF | 1,62 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 396 506 CHF | 159 603 CHF | 99,37% | 99,37% |
15/07/2024 | 0,60% | 1,63 CHF | 1,64 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 417 377 CHF | 167 951 CHF | 99,37% | 99,37% |
12/07/2024 | 0,60% | 1,70 CHF | 1,71 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 417 208 CHF | 167 883 CHF | 99,38% | 99,38% |
11/07/2024 | 0,62% | 1,66 CHF | 1,67 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 400 160 CHF | 161 064 CHF | 99,36% | 99,36% |
10/07/2024 | 0,64% | 1,53 CHF | 1,54 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 388 407 CHF | 156 363 CHF | 99,36% | 99,36% |
09/07/2024 | 0,61% | 1,60 CHF | 1,61 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 407 997 CHF | 164 199 CHF | 99,38% | 99,38% |
08/07/2024 | 0,61% | 1,62 CHF | 1,63 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 406 854 CHF | 163 741 CHF | 99,38% | 99,38% |
05/07/2024 | 0,62% | 1,59 CHF | 1,60 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 403 848 CHF | 162 539 CHF | 99,14% | 99,14% |
04/07/2024 | 0,62% | 1,64 CHF | 1,65 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 403 481 CHF | 162 392 CHF | 99,38% | 99,38% |
03/07/2024 | 0,62% | 1,55 CHF | 1,56 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 402 874 CHF | 162 150 CHF | 99,38% | 99,38% |