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 | 0,74% | 1,37 CHF | 1,38 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 604 931 CHF | 203 144 CHF | 89,38% | 89,38% |
15/07/2024 | 0,69% | 1,43 CHF | 1,44 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 650 611 CHF | 218 370 CHF | 93,46% | 93,46% |
12/07/2024 | 0,73% | 1,41 CHF | 1,42 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 615 961 CHF | 206 820 CHF | 94,48% | 94,48% |
11/07/2024 | 0,79% | 1,31 CHF | 1,32 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 569 018 CHF | 191 173 CHF | 90,55% | 90,55% |
10/07/2024 | 0,83% | 1,24 CHF | 1,25 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 538 269 CHF | 180 923 CHF | 87,12% | 87,12% |
09/07/2024 | 0,85% | 1,14 CHF | 1,15 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 526 638 CHF | 177 046 CHF | 84,43% | 84,43% |
08/07/2024 | 0,82% | 1,19 CHF | 1,20 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 549 966 CHF | 184 822 CHF | 86,02% | 86,02% |
05/07/2024 | 0,81% | 1,21 CHF | 1,22 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 556 119 CHF | 186 873 CHF | 91,13% | 91,13% |
04/07/2024 | 0,85% | 1,19 CHF | 1,20 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 526 605 CHF | 177 035 CHF | 79,99% | 79,99% |
03/07/2024 | 0,85% | 1,18 CHF | 1,19 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 528 654 CHF | 177 718 CHF | 91,65% | 91,65% |