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 | 0,61% | 1,64 CHF | 1,65 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 735 260 CHF | 246 587 CHF | 98,74% | 98,74% |
15/07/2024 | 0,60% | 1,65 CHF | 1,66 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 749 006 CHF | 251 169 CHF | 98,53% | 98,53% |
12/07/2024 | 0,62% | 1,72 CHF | 1,73 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 728 908 CHF | 244 469 CHF | 98,77% | 98,77% |
11/07/2024 | 0,65% | 1,58 CHF | 1,59 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 693 491 CHF | 232 664 CHF | 98,61% | 98,61% |
10/07/2024 | 0,67% | 1,52 CHF | 1,53 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 666 720 CHF | 223 740 CHF | 98,82% | 98,82% |
09/07/2024 | 0,67% | 1,43 CHF | 1,44 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 666 914 CHF | 223 805 CHF | 98,76% | 98,76% |
08/07/2024 | 0,64% | 1,54 CHF | 1,55 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 699 446 CHF | 234 649 CHF | 98,75% | 98,75% |
05/07/2024 | 0,63% | 1,54 CHF | 1,55 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 714 940 CHF | 239 813 CHF | 98,73% | 98,73% |
04/07/2024 | 0,65% | 1,55 CHF | 1,56 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 693 489 CHF | 232 663 CHF | 98,70% | 98,70% |
03/07/2024 | 0,66% | 1,54 CHF | 1,55 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 680 736 CHF | 228 412 CHF | 98,82% | 98,82% |