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 | 0,60% | 1,68 CHF | 1,69 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 996 138 CHF | 334 046 CHF | 87,10% | 87,10% |
15/07/2024 | 0,56% | 1,75 CHF | 1,76 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 059 180 CHF | 355 058 CHF | 92,97% | 92,97% |
12/07/2024 | 0,59% | 1,72 CHF | 1,73 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 011 240 CHF | 339 080 CHF | 94,13% | 94,13% |
11/07/2024 | 0,63% | 1,63 CHF | 1,64 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 947 657 CHF | 317 886 CHF | 91,28% | 91,28% |
10/07/2024 | 0,66% | 1,55 CHF | 1,56 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 904 440 CHF | 303 480 CHF | 87,23% | 87,23% |
09/07/2024 | 0,67% | 1,45 CHF | 1,46 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 888 976 CHF | 298 325 CHF | 85,56% | 85,56% |
08/07/2024 | 0,65% | 1,50 CHF | 1,51 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 919 690 CHF | 308 563 CHF | 85,26% | 85,26% |
05/07/2024 | 0,64% | 1,53 CHF | 1,54 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 929 155 CHF | 311 718 CHF | 90,44% | 90,44% |
04/07/2024 | 0,67% | 1,50 CHF | 1,51 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 888 590 CHF | 298 197 CHF | 78,08% | 78,08% |
03/07/2024 | 0,67% | 1,49 CHF | 1,50 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 890 250 CHF | 298 750 CHF | 92,36% | 92,36% |