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 | 0,37% | 2,75 CHF | 2,76 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 636 950 CHF | 547 650 CHF | 87,13% | 87,13% |
15/07/2024 | 0,35% | 2,82 CHF | 2,83 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 699 820 CHF | 568 607 CHF | 92,93% | 92,93% |
12/07/2024 | 0,36% | 2,79 CHF | 2,80 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 651 000 CHF | 552 333 CHF | 94,15% | 94,15% |
11/07/2024 | 0,38% | 2,69 CHF | 2,70 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 586 510 CHF | 530 837 CHF | 91,29% | 91,29% |
10/07/2024 | 0,39% | 2,61 CHF | 2,62 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 541 870 CHF | 515 955 CHF | 87,23% | 87,23% |
09/07/2024 | 0,39% | 2,51 CHF | 2,52 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 526 270 CHF | 510 756 CHF | 85,57% | 85,57% |
08/07/2024 | 0,38% | 2,57 CHF | 2,58 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 556 360 CHF | 520 786 CHF | 85,26% | 85,26% |
05/07/2024 | 0,38% | 2,59 CHF | 2,60 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 566 670 CHF | 524 223 CHF | 90,47% | 90,47% |
04/07/2024 | 0,39% | 2,57 CHF | 2,58 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 525 830 CHF | 510 610 CHF | 78,09% | 78,09% |
03/07/2024 | 0,39% | 2,55 CHF | 2,56 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 527 140 CHF | 511 048 CHF | 92,35% | 92,35% |