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% | 1,35 CHF | 1,36 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 411 142 CHF | 138 047 CHF | 99,24% | 99,24% |
15/07/2024 | 0,69% | 1,39 CHF | 1,40 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 430 374 CHF | 144 458 CHF | 99,19% | 99,19% |
12/07/2024 | 0,68% | 1,49 CHF | 1,50 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 442 728 CHF | 148 576 CHF | 99,27% | 99,27% |
11/07/2024 | 0,67% | 1,45 CHF | 1,46 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 444 265 CHF | 149 088 CHF | 99,23% | 99,23% |
10/07/2024 | 0,71% | 1,44 CHF | 1,45 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 419 593 CHF | 140 864 CHF | 99,24% | 99,24% |
09/07/2024 | 0,73% | 1,36 CHF | 1,37 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 409 927 CHF | 137 642 CHF | 99,23% | 99,23% |
08/07/2024 | 0,72% | 1,38 CHF | 1,39 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 414 996 CHF | 139 332 CHF | 99,24% | 99,24% |
05/07/2024 | 0,75% | 1,31 CHF | 1,32 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 396 549 CHF | 133 183 CHF | 99,23% | 99,23% |
04/07/2024 | 0,77% | 1,32 CHF | 1,33 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 390 034 CHF | 131 011 CHF | 99,23% | 99,23% |
03/07/2024 | 0,77% | 1,29 CHF | 1,30 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 386 550 CHF | 129 850 CHF | 99,23% | 99,23% |