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 | 0,52% | 1,95 CHF | 1,96 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 857 666 CHF | 287 388 CHF | 99,36% | 99,36% |
15/07/2024 | 0,52% | 1,94 CHF | 1,95 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 870 271 CHF | 291 590 CHF | 99,38% | 99,38% |
12/07/2024 | 0,54% | 1,90 CHF | 1,91 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 829 598 CHF | 278 033 CHF | 99,37% | 99,37% |
11/07/2024 | 0,56% | 1,81 CHF | 1,82 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 794 915 CHF | 266 472 CHF | 98,50% | 98,50% |
10/07/2024 | 0,60% | 1,68 CHF | 1,69 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 744 032 CHF | 249 511 CHF | 99,37% | 99,37% |
09/07/2024 | 0,57% | 1,68 CHF | 1,69 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 784 011 CHF | 262 837 CHF | 99,38% | 99,38% |
08/07/2024 | 0,58% | 1,74 CHF | 1,75 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 777 150 CHF | 260 550 CHF | 99,38% | 99,38% |
05/07/2024 | 0,60% | 1,61 CHF | 1,62 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 747 787 CHF | 250 762 CHF | 99,38% | 99,38% |
04/07/2024 | 0,61% | 1,65 CHF | 1,66 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 734 834 CHF | 246 445 CHF | 98,58% | 98,58% |
03/07/2024 | 0,66% | 1,55 CHF | 1,56 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 681 390 CHF | 228 630 CHF | 99,38% | 99,38% |