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 | 0,93% | 1,14 CHF | 1,15 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 160 450 CHF | 53 983 CHF | 97,69% | 97,69% |
15/07/2024 | 0,90% | 1,07 CHF | 1,08 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 165 503 CHF | 55 668 CHF | 99,16% | 99,16% |
12/07/2024 | 0,89% | 1,08 CHF | 1,09 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 167 809 CHF | 56 436 CHF | 99,27% | 99,27% |
11/07/2024 | 0,87% | 1,16 CHF | 1,17 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 170 738 CHF | 57 413 CHF | 99,23% | 99,23% |
10/07/2024 | 0,88% | 1,14 CHF | 1,15 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 169 715 CHF | 57 072 CHF | 99,23% | 99,23% |
09/07/2024 | 0,85% | 1,16 CHF | 1,17 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 176 041 CHF | 59 181 CHF | 99,23% | 99,23% |
08/07/2024 | 0,84% | 1,26 CHF | 1,27 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 177 967 CHF | 59 822 CHF | 99,24% | 99,24% |
05/07/2024 | 0,87% | 1,16 CHF | 1,17 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 172 371 CHF | 57 957 CHF | 99,23% | 99,23% |
04/07/2024 | 0,86% | 1,16 CHF | 1,17 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 174 520 CHF | 58 673 CHF | 99,23% | 99,23% |
03/07/2024 | 0,85% | 1,15 CHF | 1,16 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 176 060 CHF | 59 187 CHF | 99,23% | 99,23% |