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 | 0,57% | 1,75 CHF | 1,76 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 522 628 CHF | 175 209 CHF | 98,29% | 98,29% |
15/07/2024 | 0,58% | 1,72 CHF | 1,73 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 518 899 CHF | 173 966 CHF | 98,71% | 98,71% |
12/07/2024 | 0,58% | 1,70 CHF | 1,71 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 515 202 CHF | 172 734 CHF | 70,32% | 70,32% |
11/07/2024 | 0,59% | 1,71 CHF | 1,72 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 510 597 CHF | 171 199 CHF | 98,78% | 98,78% |
10/07/2024 | 0,60% | 1,68 CHF | 1,69 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 500 734 CHF | 167 911 CHF | 97,50% | 97,50% |
09/07/2024 | 0,60% | 1,67 CHF | 1,68 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 497 116 CHF | 166 705 CHF | 98,26% | 98,26% |
08/07/2024 | 0,61% | 1,65 CHF | 1,66 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 490 083 CHF | 164 361 CHF | 98,68% | 98,68% |
05/07/2024 | 0,60% | 1,65 CHF | 1,66 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 494 673 CHF | 165 891 CHF | 98,27% | 98,27% |
04/07/2024 | 0,60% | 1,66 CHF | 1,67 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 501 045 CHF | 168 015 CHF | 98,07% | 98,07% |
03/07/2024 | 0,59% | 1,67 CHF | 1,68 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 505 772 CHF | 169 591 CHF | 99,01% | 99,01% |