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 | 1,09% | 1,87 CHF | 1,89 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 458 020 CHF | 463 020 CHF | 98,18% | 98,18% |
15/07/2024 | 1,18% | 1,90 CHF | 1,92 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 492 198 CHF | 498 040 CHF | 93,66% | 93,66% |
12/07/2024 | 1,03% | 1,98 CHF | 2,00 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 482 575 CHF | 487 575 CHF | 96,09% | 96,09% |
11/07/2024 | 1,28% | 1,87 CHF | 1,89 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 464 689 CHF | 470 676 CHF | 97,13% | 97,13% |
10/07/2024 | 1,17% | 1,76 CHF | 1,78 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 423 727 CHF | 428 727 CHF | 96,75% | 96,75% |
09/07/2024 | 1,16% | 1,67 CHF | 1,69 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 429 784 CHF | 434 784 CHF | 99,52% | 99,52% |
08/07/2024 | 1,18% | 1,68 CHF | 1,70 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 421 155 CHF | 426 155 CHF | 96,75% | 96,75% |
05/07/2024 | 1,17% | 1,64 CHF | 1,66 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 425 806 CHF | 430 806 CHF | 99,48% | 99,48% |
04/07/2024 | 1,18% | 1,71 CHF | 1,73 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 421 995 CHF | 426 995 CHF | 99,66% | 99,66% |
03/07/2024 | 1,19% | 1,67 CHF | 1,69 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 416 483 CHF | 421 483 CHF | 98,95% | 98,95% |