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 | 0,44% | 2,31 CHF | 2,32 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 684 744 CHF | 229 248 CHF | 97,41% | 97,41% |
15/07/2024 | 0,43% | 2,35 CHF | 2,36 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 702 628 CHF | 235 209 CHF | 99,11% | 99,11% |
12/07/2024 | 0,42% | 2,37 CHF | 2,38 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 707 002 CHF | 236 667 CHF | 99,28% | 99,28% |
11/07/2024 | 0,43% | 2,32 CHF | 2,33 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 693 572 CHF | 232 191 CHF | 98,67% | 98,67% |
10/07/2024 | 0,44% | 2,30 CHF | 2,31 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 687 159 CHF | 230 053 CHF | 99,20% | 99,20% |
09/07/2024 | 0,44% | 2,22 CHF | 2,23 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 676 331 CHF | 226 444 CHF | 99,23% | 99,23% |
08/07/2024 | 0,43% | 2,31 CHF | 2,32 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 701 645 CHF | 234 882 CHF | 99,23% | 99,23% |
05/07/2024 | 0,43% | 2,30 CHF | 2,31 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 700 913 CHF | 234 638 CHF | 99,23% | 99,23% |
04/07/2024 | 0,42% | 2,35 CHF | 2,36 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 708 712 CHF | 237 237 CHF | 99,01% | 99,01% |
03/07/2024 | 0,45% | 2,27 CHF | 2,28 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 672 133 CHF | 225 044 CHF | 98,84% | 98,84% |