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 | 0,80% | 1,24 CHF | 1,25 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 747 706 CHF | 314 044 CHF | 92,40% | 92,40% |
15/07/2024 | 0,79% | 1,25 CHF | 1,26 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 752 413 CHF | 316 005 CHF | 91,67% | 91,67% |
12/07/2024 | 0,78% | 1,28 CHF | 1,29 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 761 401 CHF | 319 750 CHF | 97,68% | 97,68% |
11/07/2024 | 0,80% | 1,24 CHF | 1,25 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 749 496 CHF | 314 790 CHF | 95,50% | 95,50% |
10/07/2024 | 0,80% | 1,26 CHF | 1,27 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 747 185 CHF | 313 827 CHF | 94,66% | 94,66% |
09/07/2024 | 0,81% | 1,22 CHF | 1,23 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 735 322 CHF | 308 884 CHF | 96,84% | 96,84% |
08/07/2024 | 0,78% | 1,25 CHF | 1,26 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 764 446 CHF | 321 019 CHF | 94,18% | 94,18% |
05/07/2024 | 0,79% | 1,25 CHF | 1,26 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 757 553 CHF | 318 147 CHF | 92,34% | 92,34% |
04/07/2024 | 0,80% | 1,25 CHF | 1,25 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 749 223 CHF | 314 676 CHF | 87,61% | 87,61% |
03/07/2024 | 0,82% | 1,25 CHF | 1,25 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 732 138 CHF | 307 557 CHF | 94,41% | 94,41% |