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 | 0,73% | 1,32 CHF | 1,33 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 340 382 CHF | 137 153 CHF | 99,37% | 99,37% |
15/07/2024 | 0,74% | 1,34 CHF | 1,35 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 335 836 CHF | 135 334 CHF | 99,37% | 99,37% |
12/07/2024 | 0,70% | 1,40 CHF | 1,41 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 356 400 CHF | 143 560 CHF | 99,38% | 99,38% |
11/07/2024 | 0,67% | 1,48 CHF | 1,49 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 370 421 CHF | 149 168 CHF | 99,37% | 99,37% |
10/07/2024 | 0,63% | 1,52 CHF | 1,53 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 394 757 CHF | 158 903 CHF | 99,36% | 99,36% |
09/07/2024 | 0,62% | 1,62 CHF | 1,63 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 401 551 CHF | 161 621 CHF | 99,38% | 99,38% |
08/07/2024 | 0,61% | 1,65 CHF | 1,66 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 411 430 CHF | 165 572 CHF | 99,37% | 99,37% |
05/07/2024 | 0,62% | 1,65 CHF | 1,66 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 402 541 CHF | 162 016 CHF | 99,14% | 99,14% |
04/07/2024 | 0,60% | 1,65 CHF | 1,66 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 418 292 CHF | 168 317 CHF | 99,38% | 99,38% |
03/07/2024 | 0,63% | 1,59 CHF | 1,60 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 393 554 CHF | 158 421 CHF | 99,38% | 99,38% |