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 | 0,56% | 1,78 CHF | 1,79 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 886 625 CHF | 178 325 CHF | 99,27% | 99,27% |
15/07/2024 | 0,56% | 1,78 CHF | 1,79 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 893 561 CHF | 179 712 CHF | 99,27% | 99,27% |
12/07/2024 | 0,62% | 1,59 CHF | 1,60 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 801 768 CHF | 161 354 CHF | 99,27% | 99,27% |
11/07/2024 | 0,62% | 1,62 CHF | 1,63 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 809 653 CHF | 162 931 CHF | 99,27% | 99,27% |
10/07/2024 | 0,61% | 1,63 CHF | 1,64 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 822 044 CHF | 165 409 CHF | 99,27% | 99,27% |
09/07/2024 | 0,61% | 1,64 CHF | 1,65 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 813 332 CHF | 163 666 CHF | 99,27% | 99,27% |
08/07/2024 | 0,62% | 1,62 CHF | 1,63 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 808 448 CHF | 162 690 CHF | 99,25% | 99,25% |
05/07/2024 | 0,63% | 1,62 CHF | 1,63 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 795 268 CHF | 160 054 CHF | 99,27% | 99,27% |
04/07/2024 | 0,62% | 1,60 CHF | 1,61 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 804 458 CHF | 161 892 CHF | 99,27% | 99,27% |
03/07/2024 | 0,61% | 1,62 CHF | 1,63 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 811 714 CHF | 163 343 CHF | 99,27% | 99,27% |