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 | 0,83% | 1,22 CHF | 1,23 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 542 891 CHF | 182 464 CHF | 99,23% | 99,23% |
15/07/2024 | 0,82% | 1,24 CHF | 1,25 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 545 048 CHF | 183 183 CHF | 99,19% | 99,19% |
12/07/2024 | 0,82% | 1,22 CHF | 1,23 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 546 008 CHF | 183 503 CHF | 99,27% | 99,27% |
11/07/2024 | 0,84% | 1,19 CHF | 1,20 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 536 225 CHF | 180 242 CHF | 98,65% | 98,65% |
10/07/2024 | 0,86% | 1,16 CHF | 1,17 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 520 520 CHF | 175 007 CHF | 99,24% | 99,24% |
09/07/2024 | 0,88% | 1,10 CHF | 1,11 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 510 435 CHF | 171 645 CHF | 99,23% | 99,23% |
08/07/2024 | 0,78% | 1,23 CHF | 1,24 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 574 822 CHF | 193 107 CHF | 99,24% | 99,24% |
05/07/2024 | 0,77% | 1,30 CHF | 1,31 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 584 015 CHF | 196 172 CHF | 99,23% | 99,23% |
04/07/2024 | 0,75% | 1,32 CHF | 1,33 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 596 764 CHF | 200 421 CHF | 99,23% | 99,23% |
03/07/2024 | 0,80% | 1,25 CHF | 1,26 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 558 652 CHF | 187 717 CHF | 99,23% | 99,23% |