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 | 0,82% | 1,26 CHF | 1,27 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 549 094 CHF | 184 532 CHF | 98,84% | 98,84% |
15/07/2024 | 0,83% | 1,21 CHF | 1,22 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 543 278 CHF | 182 593 CHF | 99,14% | 99,14% |
12/07/2024 | 0,83% | 1,21 CHF | 1,22 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 540 140 CHF | 181 547 CHF | 99,22% | 99,22% |
11/07/2024 | 0,78% | 1,26 CHF | 1,27 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 578 269 CHF | 194 256 CHF | 98,08% | 98,08% |
10/07/2024 | 0,76% | 1,28 CHF | 1,29 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 589 512 CHF | 198 004 CHF | 99,22% | 99,22% |
09/07/2024 | 0,76% | 1,35 CHF | 1,36 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 592 608 CHF | 199 036 CHF | 99,22% | 99,22% |
08/07/2024 | 0,76% | 1,30 CHF | 1,31 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 586 794 CHF | 197 098 CHF | 99,21% | 99,21% |
05/07/2024 | 0,76% | 1,32 CHF | 1,33 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 592 930 CHF | 199 143 CHF | 99,22% | 99,22% |
04/07/2024 | 0,76% | 1,30 CHF | 1,31 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 592 257 CHF | 198 919 CHF | 99,23% | 99,23% |
03/07/2024 | 0,74% | 1,33 CHF | 1,34 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 609 233 CHF | 204 578 CHF | 99,22% | 99,22% |