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 | 0,72% | 1,36 CHF | 1,37 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 824 694 CHF | 276 898 CHF | 87,11% | 87,11% |
15/07/2024 | 0,75% | 1,33 CHF | 1,34 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 793 183 CHF | 266 394 CHF | 92,95% | 92,95% |
12/07/2024 | 0,73% | 1,34 CHF | 1,35 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 817 256 CHF | 274 419 CHF | 94,14% | 94,14% |
11/07/2024 | 0,71% | 1,38 CHF | 1,39 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 847 132 CHF | 284 377 CHF | 91,29% | 91,29% |
10/07/2024 | 0,69% | 1,43 CHF | 1,44 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 866 943 CHF | 290 981 CHF | 87,22% | 87,22% |
09/07/2024 | 0,68% | 1,47 CHF | 1,48 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 873 577 CHF | 293 192 CHF | 85,57% | 85,57% |
08/07/2024 | 0,70% | 1,45 CHF | 1,46 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 857 654 CHF | 287 884 CHF | 85,26% | 85,26% |
05/07/2024 | 0,70% | 1,44 CHF | 1,45 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 856 112 CHF | 287 371 CHF | 90,46% | 90,46% |
04/07/2024 | 0,68% | 1,45 CHF | 1,46 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 876 904 CHF | 294 301 CHF | 78,08% | 78,08% |
03/07/2024 | 0,68% | 1,46 CHF | 1,47 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 875 452 CHF | 293 817 CHF | 92,35% | 92,35% |