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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 0,54% | 1,86 CHF | 1,87 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 829 389 CHF | 277 963 CHF | 99,24% | 99,24% |
16/07/2024 | 0,54% | 1,84 CHF | 1,85 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 831 556 CHF | 278 685 CHF | 99,23% | 99,23% |
15/07/2024 | 0,53% | 1,90 CHF | 1,91 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 851 521 CHF | 285 340 CHF | 99,16% | 99,16% |
12/07/2024 | 0,52% | 1,90 CHF | 1,91 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 857 985 CHF | 287 495 CHF | 99,24% | 99,24% |
11/07/2024 | 0,53% | 1,88 CHF | 1,89 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 852 737 CHF | 285 746 CHF | 99,23% | 99,23% |
10/07/2024 | 0,53% | 1,90 CHF | 1,91 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 851 281 CHF | 285 260 CHF | 99,24% | 99,24% |
09/07/2024 | 0,53% | 1,89 CHF | 1,90 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 850 960 CHF | 285 153 CHF | 99,24% | 99,24% |
08/07/2024 | 0,52% | 1,91 CHF | 1,92 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 857 215 CHF | 287 238 CHF | 99,23% | 99,23% |
05/07/2024 | 0,50% | 1,95 CHF | 1,96 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 897 238 CHF | 300 579 CHF | 99,23% | 99,23% |
04/07/2024 | 0,50% | 2,05 CHF | 2,06 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 905 574 CHF | 303 358 CHF | 99,23% | 99,23% |