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 | 0,65% | 1,52 CHF | 1,53 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 691 938 CHF | 232 146 CHF | 99,23% | 99,23% |
15/07/2024 | 0,65% | 1,54 CHF | 1,55 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 686 957 CHF | 230 486 CHF | 99,17% | 99,17% |
12/07/2024 | 0,66% | 1,53 CHF | 1,54 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 683 054 CHF | 229 185 CHF | 99,25% | 99,25% |
11/07/2024 | 0,63% | 1,55 CHF | 1,56 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 713 431 CHF | 239 310 CHF | 99,23% | 99,23% |
10/07/2024 | 0,62% | 1,61 CHF | 1,62 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 723 196 CHF | 242 565 CHF | 99,20% | 99,20% |
09/07/2024 | 0,62% | 1,62 CHF | 1,63 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 726 733 CHF | 243 744 CHF | 87,70% | 87,70% |
08/07/2024 | 0,62% | 1,62 CHF | 1,63 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 722 414 CHF | 242 305 CHF | 99,21% | 99,21% |
05/07/2024 | 0,62% | 1,62 CHF | 1,63 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 722 837 CHF | 242 446 CHF | 99,21% | 99,21% |
04/07/2024 | 0,62% | 1,62 CHF | 1,63 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 725 573 CHF | 243 358 CHF | 99,23% | 99,23% |
03/07/2024 | 0,61% | 1,63 CHF | 1,64 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 736 360 CHF | 246 953 CHF | 99,23% | 99,23% |