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 | 0,76% | 1,31 CHF | 1,32 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 588 847 CHF | 197 782 CHF | 97,24% | 97,24% |
15/07/2024 | 0,73% | 1,35 CHF | 1,36 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 613 738 CHF | 206 079 CHF | 96,89% | 96,89% |
12/07/2024 | 0,71% | 1,43 CHF | 1,44 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 634 442 CHF | 212 981 CHF | 96,49% | 96,49% |
11/07/2024 | 0,73% | 1,39 CHF | 1,40 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 613 578 CHF | 206 026 CHF | 97,52% | 97,52% |
10/07/2024 | 0,78% | 1,34 CHF | 1,35 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 577 668 CHF | 194 056 CHF | 98,57% | 98,57% |
09/07/2024 | 0,79% | 1,25 CHF | 1,26 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 566 603 CHF | 190 368 CHF | 98,51% | 98,51% |
08/07/2024 | 0,79% | 1,24 CHF | 1,25 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 565 183 CHF | 189 894 CHF | 95,21% | 95,21% |
05/07/2024 | 0,77% | 1,26 CHF | 1,27 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 580 196 CHF | 194 899 CHF | 95,72% | 95,72% |
04/07/2024 | 0,78% | 1,29 CHF | 1,30 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 576 005 CHF | 193 502 CHF | 95,19% | 95,19% |
03/07/2024 | 0,76% | 1,30 CHF | 1,31 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 587 169 CHF | 197 223 CHF | 96,82% | 96,82% |