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 | 0,84% | 1,14 CHF | 1,15 CHF | 250 000 | 100 000 | 249 981 | 100 000 | 294 758 CHF | 118 912 CHF | 99,38% | 99,38% |
15/07/2024 | 0,86% | 1,16 CHF | 1,17 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 290 060 CHF | 117 024 CHF | 99,37% | 99,37% |
12/07/2024 | 0,80% | 1,22 CHF | 1,23 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 310 858 CHF | 125 343 CHF | 99,38% | 99,38% |
11/07/2024 | 0,77% | 1,29 CHF | 1,30 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 323 593 CHF | 130 437 CHF | 99,37% | 99,37% |
10/07/2024 | 0,72% | 1,33 CHF | 1,34 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 347 667 CHF | 140 067 CHF | 99,36% | 99,36% |
09/07/2024 | 0,70% | 1,43 CHF | 1,44 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 354 999 CHF | 143 000 CHF | 99,38% | 99,38% |
08/07/2024 | 0,68% | 1,46 CHF | 1,47 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 364 221 CHF | 146 688 CHF | 99,38% | 99,38% |
05/07/2024 | 0,70% | 1,46 CHF | 1,47 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 355 888 CHF | 143 355 CHF | 99,14% | 99,14% |
04/07/2024 | 0,67% | 1,46 CHF | 1,47 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 371 754 CHF | 149 702 CHF | 99,38% | 99,38% |
03/07/2024 | 0,72% | 1,40 CHF | 1,41 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 346 740 CHF | 139 696 CHF | 99,38% | 99,38% |