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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 0,40% | 2,53 CHF | 2,54 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 134 420 CHF | 379 639 CHF | 99,24% | 99,24% |
16/07/2024 | 0,39% | 2,52 CHF | 2,53 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 138 330 CHF | 380 942 CHF | 99,24% | 99,24% |
15/07/2024 | 0,39% | 2,58 CHF | 2,59 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 158 040 CHF | 387 514 CHF | 99,17% | 99,17% |
12/07/2024 | 0,39% | 2,58 CHF | 2,59 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 164 230 CHF | 389 576 CHF | 99,24% | 99,24% |
11/07/2024 | 0,39% | 2,55 CHF | 2,56 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 158 580 CHF | 387 693 CHF | 99,23% | 99,23% |
10/07/2024 | 0,39% | 2,58 CHF | 2,59 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 156 420 CHF | 386 973 CHF | 99,24% | 99,24% |
09/07/2024 | 0,39% | 2,57 CHF | 2,58 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 155 980 CHF | 386 826 CHF | 99,23% | 99,23% |
08/07/2024 | 0,39% | 2,58 CHF | 2,59 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 161 870 CHF | 388 790 CHF | 99,24% | 99,24% |
05/07/2024 | 0,37% | 2,63 CHF | 2,64 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 202 400 CHF | 402 300 CHF | 99,23% | 99,23% |
04/07/2024 | 0,37% | 2,72 CHF | 2,73 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 210 670 CHF | 405 056 CHF | 99,23% | 99,23% |