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 | 0,62% | 1,63 CHF | 1,64 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 485 915 CHF | 162 972 CHF | 98,31% | 98,31% |
15/07/2024 | 0,62% | 1,60 CHF | 1,61 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 482 283 CHF | 161 761 CHF | 98,72% | 98,72% |
12/07/2024 | 0,62% | 1,58 CHF | 1,59 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 478 643 CHF | 160 548 CHF | 70,32% | 70,32% |
11/07/2024 | 0,63% | 1,59 CHF | 1,60 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 473 958 CHF | 158 986 CHF | 98,77% | 98,77% |
10/07/2024 | 0,64% | 1,56 CHF | 1,57 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 464 192 CHF | 155 731 CHF | 97,50% | 97,50% |
09/07/2024 | 0,65% | 1,55 CHF | 1,56 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 460 703 CHF | 154 568 CHF | 98,26% | 98,26% |
08/07/2024 | 0,66% | 1,53 CHF | 1,54 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 453 672 CHF | 152 224 CHF | 98,67% | 98,67% |
05/07/2024 | 0,65% | 1,53 CHF | 1,54 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 458 163 CHF | 153 721 CHF | 98,27% | 98,27% |
04/07/2024 | 0,64% | 1,54 CHF | 1,55 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 464 649 CHF | 155 883 CHF | 98,05% | 98,05% |
03/07/2024 | 0,64% | 1,55 CHF | 1,56 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 469 299 CHF | 157 433 CHF | 99,01% | 99,01% |