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% | 1,46 CHF | 1,47 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 381 856 CHF | 153 742 CHF | 99,38% | 99,38% |
15/07/2024 | 0,67% | 1,54 CHF | 1,55 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 372 902 CHF | 150 161 CHF | 99,37% | 99,37% |
12/07/2024 | 0,66% | 1,47 CHF | 1,48 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 377 061 CHF | 151 824 CHF | 99,38% | 99,38% |
11/07/2024 | 0,63% | 1,51 CHF | 1,52 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 392 889 CHF | 158 156 CHF | 99,37% | 99,37% |
10/07/2024 | 0,60% | 1,65 CHF | 1,66 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 415 676 CHF | 167 270 CHF | 99,36% | 99,36% |
09/07/2024 | 0,60% | 1,70 CHF | 1,71 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 412 665 CHF | 166 066 CHF | 99,37% | 99,37% |
08/07/2024 | 0,60% | 1,66 CHF | 1,67 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 412 770 CHF | 166 108 CHF | 99,38% | 99,38% |
05/07/2024 | 0,62% | 1,65 CHF | 1,66 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 403 156 CHF | 162 262 CHF | 99,14% | 99,14% |
04/07/2024 | 0,61% | 1,62 CHF | 1,63 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 409 117 CHF | 164 647 CHF | 99,38% | 99,38% |
03/07/2024 | 0,60% | 1,66 CHF | 1,67 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 415 855 CHF | 167 342 CHF | 99,38% | 99,38% |