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 | 0,58% | 1,70 CHF | 1,71 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 773 803 CHF | 259 434 CHF | 99,22% | 99,22% |
15/07/2024 | 0,58% | 1,72 CHF | 1,73 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 769 901 CHF | 258 134 CHF | 99,18% | 99,18% |
12/07/2024 | 0,59% | 1,72 CHF | 1,73 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 766 377 CHF | 256 959 CHF | 99,26% | 99,26% |
11/07/2024 | 0,56% | 1,73 CHF | 1,74 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 795 814 CHF | 266 771 CHF | 99,23% | 99,23% |
10/07/2024 | 0,56% | 1,79 CHF | 1,80 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 805 540 CHF | 270 013 CHF | 99,23% | 99,23% |
09/07/2024 | 0,55% | 1,80 CHF | 1,81 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 810 133 CHF | 271 544 CHF | 87,71% | 87,71% |
08/07/2024 | 0,56% | 1,80 CHF | 1,81 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 805 126 CHF | 269 875 CHF | 99,21% | 99,21% |
05/07/2024 | 0,56% | 1,81 CHF | 1,82 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 806 817 CHF | 270 439 CHF | 99,20% | 99,20% |
04/07/2024 | 0,55% | 1,80 CHF | 1,81 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 808 671 CHF | 271 057 CHF | 99,23% | 99,23% |
03/07/2024 | 0,55% | 1,81 CHF | 1,82 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 819 450 CHF | 274 650 CHF | 99,22% | 99,22% |