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 | 0,74% | 1,33 CHF | 1,34 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 403 600 CHF | 135 534 CHF | 99,24% | 99,24% |
15/07/2024 | 0,74% | 1,37 CHF | 1,38 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 405 101 CHF | 136 034 CHF | 99,19% | 99,19% |
12/07/2024 | 0,73% | 1,36 CHF | 1,37 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 411 814 CHF | 138 271 CHF | 96,20% | 96,20% |
11/07/2024 | 0,71% | 1,41 CHF | 1,42 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 418 758 CHF | 140 586 CHF | 88,35% | 88,35% |
10/07/2024 | 0,68% | 1,46 CHF | 1,47 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 441 486 CHF | 148 162 CHF | 99,23% | 99,23% |
09/07/2024 | 0,68% | 1,51 CHF | 1,52 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 440 721 CHF | 147 907 CHF | 96,19% | 96,19% |
08/07/2024 | 0,69% | 1,46 CHF | 1,47 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 433 606 CHF | 145 535 CHF | 99,24% | 99,24% |
05/07/2024 | 0,68% | 1,46 CHF | 1,47 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 442 192 CHF | 148 397 CHF | 97,69% | 97,69% |
04/07/2024 | 0,68% | 1,46 CHF | 1,47 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 441 458 CHF | 148 153 CHF | 99,23% | 99,23% |
03/07/2024 | 0,68% | 1,48 CHF | 1,49 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 441 710 CHF | 148 237 CHF | 98,55% | 98,55% |