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 | 0,54% | 1,87 CHF | 1,88 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 554 470 CHF | 185 823 CHF | 97,41% | 97,41% |
15/07/2024 | 0,52% | 1,92 CHF | 1,93 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 572 458 CHF | 191 819 CHF | 99,09% | 99,09% |
12/07/2024 | 0,52% | 1,94 CHF | 1,95 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 576 991 CHF | 193 330 CHF | 99,27% | 99,27% |
11/07/2024 | 0,53% | 1,89 CHF | 1,90 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 563 675 CHF | 188 892 CHF | 98,67% | 98,67% |
10/07/2024 | 0,54% | 1,87 CHF | 1,88 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 557 590 CHF | 186 863 CHF | 99,20% | 99,20% |
09/07/2024 | 0,55% | 1,79 CHF | 1,80 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 546 857 CHF | 183 286 CHF | 99,23% | 99,23% |
08/07/2024 | 0,52% | 1,87 CHF | 1,88 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 572 238 CHF | 191 746 CHF | 99,24% | 99,24% |
05/07/2024 | 0,52% | 1,87 CHF | 1,88 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 571 417 CHF | 191 472 CHF | 99,23% | 99,23% |
04/07/2024 | 0,52% | 1,92 CHF | 1,93 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 579 100 CHF | 194 033 CHF | 99,01% | 99,01% |
03/07/2024 | 0,55% | 1,84 CHF | 1,85 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 542 639 CHF | 181 880 CHF | 98,84% | 98,84% |