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 | 0,51% | 1,97 CHF | 1,98 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 880 552 CHF | 295 017 CHF | 99,23% | 99,23% |
15/07/2024 | 0,51% | 1,99 CHF | 2,00 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 882 474 CHF | 295 658 CHF | 99,19% | 99,19% |
12/07/2024 | 0,51% | 1,97 CHF | 1,98 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 882 958 CHF | 295 819 CHF | 99,27% | 99,27% |
11/07/2024 | 0,51% | 1,93 CHF | 1,94 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 872 638 CHF | 292 379 CHF | 98,65% | 98,65% |
10/07/2024 | 0,52% | 1,90 CHF | 1,91 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 856 960 CHF | 287 153 CHF | 99,24% | 99,24% |
09/07/2024 | 0,53% | 1,84 CHF | 1,85 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 846 228 CHF | 283 576 CHF | 99,24% | 99,24% |
08/07/2024 | 0,49% | 1,98 CHF | 1,99 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 910 159 CHF | 304 886 CHF | 99,23% | 99,23% |
05/07/2024 | 0,49% | 2,05 CHF | 2,06 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 919 959 CHF | 308 153 CHF | 99,23% | 99,23% |
04/07/2024 | 0,48% | 2,06 CHF | 2,07 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 932 364 CHF | 312 288 CHF | 99,23% | 99,23% |
03/07/2024 | 0,50% | 2,00 CHF | 2,01 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 894 233 CHF | 299 578 CHF | 99,23% | 99,23% |