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 | 0,64% | 1,53 CHF | 1,54 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 697 446 CHF | 233 982 CHF | 98,79% | 98,79% |
15/07/2024 | 0,63% | 1,57 CHF | 1,58 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 712 835 CHF | 239 112 CHF | 98,73% | 98,73% |
12/07/2024 | 0,64% | 1,62 CHF | 1,63 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 696 084 CHF | 233 528 CHF | 98,81% | 98,81% |
11/07/2024 | 0,64% | 1,54 CHF | 1,55 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 697 283 CHF | 233 928 CHF | 98,84% | 98,84% |
10/07/2024 | 0,65% | 1,54 CHF | 1,55 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 686 722 CHF | 230 407 CHF | 98,75% | 98,75% |
09/07/2024 | 0,65% | 1,48 CHF | 1,49 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 690 918 CHF | 231 806 CHF | 98,78% | 98,78% |
08/07/2024 | 0,63% | 1,56 CHF | 1,57 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 715 848 CHF | 240 116 CHF | 98,81% | 98,81% |
05/07/2024 | 0,63% | 1,60 CHF | 1,61 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 715 682 CHF | 240 061 CHF | 98,74% | 98,74% |
04/07/2024 | 0,67% | 1,51 CHF | 1,52 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 673 419 CHF | 225 973 CHF | 98,78% | 98,78% |
03/07/2024 | 0,68% | 1,47 CHF | 1,48 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 663 518 CHF | 222 673 CHF | 98,82% | 98,82% |