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 | 0,43% | 2,31 CHF | 2,32 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 1 047 000 CHF | 233 666 CHF | 99,16% | 99,16% |
15/07/2024 | 0,44% | 2,30 CHF | 2,31 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 1 020 340 CHF | 227 742 CHF | 99,17% | 99,17% |
12/07/2024 | 0,44% | 2,28 CHF | 2,29 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 1 017 470 CHF | 227 105 CHF | 99,17% | 99,17% |
11/07/2024 | 0,44% | 2,24 CHF | 2,25 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 1 030 960 CHF | 230 101 CHF | 99,16% | 99,16% |
10/07/2024 | 0,42% | 2,36 CHF | 2,37 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 1 075 570 CHF | 240 017 CHF | 99,16% | 99,16% |
09/07/2024 | 0,43% | 2,40 CHF | 2,41 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 1 053 190 CHF | 235 042 CHF | 99,17% | 99,17% |
08/07/2024 | 0,41% | 2,44 CHF | 2,45 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 1 088 730 CHF | 242 940 CHF | 99,15% | 99,15% |
05/07/2024 | 0,41% | 2,42 CHF | 2,43 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 1 090 430 CHF | 243 317 CHF | 99,15% | 99,15% |
04/07/2024 | 0,41% | 2,44 CHF | 2,45 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 1 102 950 CHF | 246 100 CHF | 99,17% | 99,17% |
03/07/2024 | 0,40% | 2,48 CHF | 2,49 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 1 112 620 CHF | 248 249 CHF | 99,17% | 99,17% |