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 | 250 000 | 100 000 | 250 000 | 100 000 | 327 340 CHF | 131 936 CHF | 99,17% | 99,17% |
15/07/2024 | 0,83% | 1,26 CHF | 1,27 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 301 304 CHF | 121 522 CHF | 99,17% | 99,17% |
12/07/2024 | 0,80% | 1,19 CHF | 1,20 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 309 377 CHF | 124 751 CHF | 99,17% | 99,17% |
11/07/2024 | 0,80% | 1,20 CHF | 1,21 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 310 207 CHF | 125 083 CHF | 99,16% | 99,16% |
10/07/2024 | 0,76% | 1,29 CHF | 1,30 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 326 750 CHF | 131 700 CHF | 99,16% | 99,16% |
09/07/2024 | 0,77% | 1,31 CHF | 1,32 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 321 508 CHF | 129 603 CHF | 99,17% | 99,17% |
08/07/2024 | 0,80% | 1,26 CHF | 1,27 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 309 550 CHF | 124 820 CHF | 99,16% | 99,16% |
05/07/2024 | 0,81% | 1,25 CHF | 1,26 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 308 561 CHF | 124 424 CHF | 99,16% | 99,16% |
04/07/2024 | 0,88% | 1,12 CHF | 1,13 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 282 806 CHF | 114 122 CHF | 99,17% | 99,17% |
03/07/2024 | 0,84% | 1,16 CHF | 1,17 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 295 192 CHF | 119 077 CHF | 99,16% | 99,16% |