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 | 0,55% | 1,79 CHF | 1,80 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 541 831 CHF | 181 610 CHF | 99,23% | 99,23% |
15/07/2024 | 0,55% | 1,83 CHF | 1,84 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 543 209 CHF | 182 070 CHF | 99,19% | 99,19% |
12/07/2024 | 0,54% | 1,82 CHF | 1,83 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 550 337 CHF | 184 446 CHF | 96,20% | 96,20% |
11/07/2024 | 0,54% | 1,87 CHF | 1,88 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 557 079 CHF | 186 693 CHF | 88,37% | 88,37% |
10/07/2024 | 0,52% | 1,92 CHF | 1,93 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 579 785 CHF | 194 262 CHF | 99,23% | 99,23% |
09/07/2024 | 0,52% | 1,97 CHF | 1,98 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 579 091 CHF | 194 030 CHF | 96,19% | 96,19% |
08/07/2024 | 0,52% | 1,92 CHF | 1,93 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 571 689 CHF | 191 563 CHF | 99,24% | 99,24% |
05/07/2024 | 0,51% | 1,92 CHF | 1,93 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 581 164 CHF | 194 721 CHF | 97,69% | 97,69% |
04/07/2024 | 0,52% | 1,92 CHF | 1,93 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 580 558 CHF | 194 519 CHF | 99,23% | 99,23% |
03/07/2024 | 0,51% | 1,95 CHF | 1,96 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 581 318 CHF | 194 773 CHF | 98,54% | 98,54% |