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 | 0,63% | 1,60 CHF | 1,61 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 788 177 CHF | 158 635 CHF | 99,27% | 99,27% |
15/07/2024 | 0,61% | 1,61 CHF | 1,62 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 812 737 CHF | 163 547 CHF | 99,27% | 99,27% |
12/07/2024 | 0,63% | 1,63 CHF | 1,64 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 794 684 CHF | 159 937 CHF | 99,27% | 99,27% |
11/07/2024 | 0,63% | 1,60 CHF | 1,61 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 796 712 CHF | 160 342 CHF | 99,27% | 99,27% |
10/07/2024 | 0,60% | 1,59 CHF | 1,60 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 829 717 CHF | 166 943 CHF | 99,27% | 99,27% |
09/07/2024 | 0,59% | 1,72 CHF | 1,73 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 851 237 CHF | 171 247 CHF | 99,27% | 99,27% |
08/07/2024 | 0,59% | 1,69 CHF | 1,70 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 841 645 CHF | 169 329 CHF | 99,25% | 99,25% |
05/07/2024 | 0,58% | 1,71 CHF | 1,72 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 854 710 CHF | 171 942 CHF | 99,27% | 99,27% |
04/07/2024 | 0,57% | 1,76 CHF | 1,77 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 871 600 CHF | 175 320 CHF | 99,27% | 99,27% |
03/07/2024 | 0,57% | 1,74 CHF | 1,75 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 873 432 CHF | 175 686 CHF | 99,27% | 99,27% |