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 | 0,61% | 1,63 CHF | 1,64 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 814 295 CHF | 163 859 CHF | 99,27% | 99,27% |
15/07/2024 | 0,61% | 1,64 CHF | 1,65 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 821 174 CHF | 165 235 CHF | 99,27% | 99,27% |
12/07/2024 | 0,68% | 1,44 CHF | 1,45 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 728 992 CHF | 146 798 CHF | 99,27% | 99,27% |
11/07/2024 | 0,68% | 1,47 CHF | 1,48 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 737 155 CHF | 148 431 CHF | 99,27% | 99,27% |
10/07/2024 | 0,67% | 1,49 CHF | 1,50 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 748 940 CHF | 150 788 CHF | 99,27% | 99,27% |
09/07/2024 | 0,67% | 1,50 CHF | 1,51 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 741 184 CHF | 149 237 CHF | 99,27% | 99,27% |
08/07/2024 | 0,68% | 1,48 CHF | 1,49 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 735 569 CHF | 148 114 CHF | 99,25% | 99,25% |
05/07/2024 | 0,69% | 1,48 CHF | 1,49 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 722 446 CHF | 145 489 CHF | 99,27% | 99,27% |
04/07/2024 | 0,68% | 1,46 CHF | 1,47 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 731 964 CHF | 147 393 CHF | 99,27% | 99,27% |
03/07/2024 | 0,67% | 1,47 CHF | 1,48 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 738 802 CHF | 148 760 CHF | 99,27% | 99,27% |