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 | 0,56% | 1,82 CHF | 1,83 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 403 794 CHF | 135 348 CHF | 98,67% | 98,67% |
15/07/2024 | 0,51% | 1,93 CHF | 1,94 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 436 050 CHF | 146 100 CHF | 96,72% | 96,72% |
12/07/2024 | 0,52% | 1,95 CHF | 1,96 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 429 551 CHF | 143 934 CHF | 98,86% | 98,86% |
11/07/2024 | 0,52% | 1,89 CHF | 1,90 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 431 123 CHF | 144 458 CHF | 99,19% | 99,19% |
10/07/2024 | 0,54% | 1,87 CHF | 1,88 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 417 609 CHF | 139 953 CHF | 96,59% | 96,59% |
09/07/2024 | 0,54% | 1,84 CHF | 1,85 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 414 916 CHF | 139 055 CHF | 97,99% | 97,99% |
08/07/2024 | 0,56% | 1,82 CHF | 1,83 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 400 904 CHF | 134 385 CHF | 98,75% | 98,75% |
05/07/2024 | 0,60% | 1,61 CHF | 1,62 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 375 353 CHF | 125 868 CHF | 94,94% | 94,94% |
04/07/2024 | 0,59% | 1,69 CHF | 1,70 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 377 477 CHF | 126 576 CHF | 98,66% | 98,66% |
03/07/2024 | 0,60% | 1,63 CHF | 1,64 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 371 605 CHF | 124 618 CHF | 99,03% | 99,03% |