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 | 0,67% | 1,50 CHF | 1,51 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 449 252 CHF | 150 751 CHF | 98,32% | 98,32% |
15/07/2024 | 0,67% | 1,47 CHF | 1,48 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 445 559 CHF | 149 520 CHF | 98,72% | 98,72% |
12/07/2024 | 0,68% | 1,45 CHF | 1,46 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 441 827 CHF | 148 276 CHF | 70,32% | 70,32% |
11/07/2024 | 0,68% | 1,46 CHF | 1,47 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 437 356 CHF | 146 785 CHF | 98,77% | 98,77% |
10/07/2024 | 0,70% | 1,44 CHF | 1,45 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 427 697 CHF | 143 566 CHF | 97,50% | 97,50% |
09/07/2024 | 0,70% | 1,43 CHF | 1,44 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 424 065 CHF | 142 355 CHF | 98,26% | 98,26% |
08/07/2024 | 0,72% | 1,40 CHF | 1,41 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 417 084 CHF | 140 028 CHF | 98,67% | 98,67% |
05/07/2024 | 0,71% | 1,41 CHF | 1,42 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 421 443 CHF | 141 481 CHF | 98,27% | 98,27% |
04/07/2024 | 0,70% | 1,42 CHF | 1,43 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 427 977 CHF | 143 659 CHF | 98,06% | 98,06% |
03/07/2024 | 0,69% | 1,43 CHF | 1,44 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 432 620 CHF | 145 207 CHF | 99,02% | 99,02% |