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 | 0,61% | 1,65 CHF | 1,66 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 487 758 CHF | 163 586 CHF | 97,41% | 97,41% |
15/07/2024 | 0,59% | 1,70 CHF | 1,71 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 505 702 CHF | 169 567 CHF | 99,11% | 99,11% |
12/07/2024 | 0,59% | 1,72 CHF | 1,73 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 510 338 CHF | 171 113 CHF | 99,27% | 99,27% |
11/07/2024 | 0,60% | 1,67 CHF | 1,68 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 497 130 CHF | 166 710 CHF | 98,67% | 98,67% |
10/07/2024 | 0,61% | 1,65 CHF | 1,66 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 491 232 CHF | 164 744 CHF | 99,20% | 99,20% |
09/07/2024 | 0,62% | 1,57 CHF | 1,58 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 480 453 CHF | 161 151 CHF | 99,24% | 99,24% |
08/07/2024 | 0,59% | 1,65 CHF | 1,66 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 505 952 CHF | 169 651 CHF | 99,23% | 99,23% |
05/07/2024 | 0,59% | 1,65 CHF | 1,66 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 504 971 CHF | 169 324 CHF | 99,23% | 99,23% |
04/07/2024 | 0,58% | 1,70 CHF | 1,71 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 512 742 CHF | 171 914 CHF | 99,01% | 99,01% |
03/07/2024 | 0,63% | 1,62 CHF | 1,63 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 476 334 CHF | 159 778 CHF | 98,84% | 98,84% |