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 | 0,82% | 1,21 CHF | 1,22 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 732 918 CHF | 246 306 CHF | 87,13% | 87,13% |
15/07/2024 | 0,85% | 1,18 CHF | 1,19 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 701 228 CHF | 235 743 CHF | 92,97% | 92,97% |
12/07/2024 | 0,82% | 1,19 CHF | 1,20 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 725 133 CHF | 243 711 CHF | 94,13% | 94,13% |
11/07/2024 | 0,79% | 1,23 CHF | 1,24 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 755 623 CHF | 253 874 CHF | 91,29% | 91,29% |
10/07/2024 | 0,77% | 1,27 CHF | 1,28 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 775 048 CHF | 260 349 CHF | 87,22% | 87,22% |
09/07/2024 | 0,76% | 1,32 CHF | 1,33 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 782 979 CHF | 262 993 CHF | 85,57% | 85,57% |
08/07/2024 | 0,78% | 1,29 CHF | 1,30 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 766 168 CHF | 257 389 CHF | 85,26% | 85,26% |
05/07/2024 | 0,78% | 1,28 CHF | 1,29 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 764 567 CHF | 256 856 CHF | 90,44% | 90,44% |
04/07/2024 | 0,76% | 1,30 CHF | 1,31 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 784 658 CHF | 263 552 CHF | 78,10% | 78,10% |
03/07/2024 | 0,76% | 1,31 CHF | 1,32 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 783 377 CHF | 263 126 CHF | 92,36% | 92,36% |