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 | 0,70% | 1,41 CHF | 1,42 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 641 703 CHF | 143 601 CHF | 99,17% | 99,17% |
15/07/2024 | 0,73% | 1,40 CHF | 1,41 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 615 173 CHF | 137 705 CHF | 99,17% | 99,17% |
12/07/2024 | 0,73% | 1,37 CHF | 1,38 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 612 237 CHF | 137 053 CHF | 99,17% | 99,17% |
11/07/2024 | 0,72% | 1,34 CHF | 1,35 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 625 641 CHF | 140 031 CHF | 99,16% | 99,16% |
10/07/2024 | 0,67% | 1,45 CHF | 1,46 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 669 929 CHF | 149 873 CHF | 99,16% | 99,16% |
09/07/2024 | 0,69% | 1,50 CHF | 1,51 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 647 396 CHF | 144 866 CHF | 99,17% | 99,17% |
08/07/2024 | 0,66% | 1,54 CHF | 1,55 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 683 531 CHF | 152 896 CHF | 99,15% | 99,15% |
05/07/2024 | 0,66% | 1,52 CHF | 1,53 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 684 813 CHF | 153 181 CHF | 99,16% | 99,16% |
04/07/2024 | 0,64% | 1,54 CHF | 1,55 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 697 123 CHF | 155 916 CHF | 99,17% | 99,17% |
03/07/2024 | 0,63% | 1,58 CHF | 1,59 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 707 355 CHF | 158 190 CHF | 99,17% | 99,17% |