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 | 0,43% | 2,30 CHF | 2,31 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 581 361 CHF | 175 158 CHF | 98,64% | 98,64% |
15/07/2024 | 0,43% | 2,36 CHF | 2,37 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 581 843 CHF | 175 303 CHF | 96,95% | 96,95% |
12/07/2024 | 0,44% | 2,31 CHF | 2,32 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 571 963 CHF | 172 339 CHF | 99,24% | 99,24% |
11/07/2024 | 0,42% | 2,34 CHF | 2,35 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 596 370 CHF | 179 661 CHF | 97,99% | 97,99% |
10/07/2024 | 0,41% | 2,45 CHF | 2,46 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 609 359 CHF | 183 558 CHF | 99,06% | 99,06% |
09/07/2024 | 0,41% | 2,45 CHF | 2,46 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 607 835 CHF | 183 101 CHF | 98,76% | 98,76% |
08/07/2024 | 0,42% | 2,43 CHF | 2,44 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 597 576 CHF | 180 023 CHF | 99,22% | 99,22% |
05/07/2024 | 0,41% | 2,43 CHF | 2,44 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 606 186 CHF | 182 606 CHF | 99,23% | 99,23% |
04/07/2024 | 0,41% | 2,44 CHF | 2,45 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 610 866 CHF | 184 010 CHF | 99,19% | 99,19% |
03/07/2024 | 0,41% | 2,46 CHF | 2,47 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 603 289 CHF | 181 737 CHF | 97,60% | 97,60% |