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 | 0,59% | 1,76 CHF | 1,77 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 421 403 CHF | 169 561 CHF | 99,38% | 99,38% |
15/07/2024 | 0,58% | 1,68 CHF | 1,69 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 430 586 CHF | 173 234 CHF | 99,37% | 99,37% |
12/07/2024 | 0,58% | 1,75 CHF | 1,76 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 427 378 CHF | 171 951 CHF | 99,38% | 99,38% |
11/07/2024 | 0,61% | 1,71 CHF | 1,72 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 411 580 CHF | 165 632 CHF | 99,37% | 99,37% |
10/07/2024 | 0,64% | 1,57 CHF | 1,58 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 389 001 CHF | 156 600 CHF | 99,36% | 99,36% |
09/07/2024 | 0,64% | 1,52 CHF | 1,53 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 392 335 CHF | 157 934 CHF | 99,37% | 99,37% |
08/07/2024 | 0,63% | 1,56 CHF | 1,57 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 392 562 CHF | 158 025 CHF | 99,37% | 99,37% |
05/07/2024 | 0,62% | 1,57 CHF | 1,58 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 403 004 CHF | 162 202 CHF | 99,14% | 99,14% |
04/07/2024 | 0,63% | 1,60 CHF | 1,61 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 397 093 CHF | 159 837 CHF | 99,38% | 99,38% |
03/07/2024 | 0,64% | 1,56 CHF | 1,57 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 390 504 CHF | 157 201 CHF | 99,38% | 99,38% |