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% | 1,79 CHF | 1,80 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 531 123 CHF | 178 041 CHF | 99,24% | 99,24% |
15/07/2024 | 0,58% | 1,76 CHF | 1,77 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 511 790 CHF | 171 597 CHF | 99,19% | 99,19% |
12/07/2024 | 0,60% | 1,65 CHF | 1,66 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 499 405 CHF | 167 468 CHF | 99,27% | 99,27% |
11/07/2024 | 0,60% | 1,68 CHF | 1,69 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 497 384 CHF | 166 795 CHF | 99,23% | 99,23% |
10/07/2024 | 0,58% | 1,70 CHF | 1,71 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 519 953 CHF | 174 318 CHF | 99,24% | 99,24% |
09/07/2024 | 0,56% | 1,77 CHF | 1,78 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 529 836 CHF | 177 612 CHF | 99,24% | 99,24% |
08/07/2024 | 0,57% | 1,75 CHF | 1,76 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 523 998 CHF | 175 666 CHF | 99,23% | 99,23% |
05/07/2024 | 0,55% | 1,83 CHF | 1,84 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 544 896 CHF | 182 632 CHF | 99,23% | 99,23% |
04/07/2024 | 0,54% | 1,82 CHF | 1,83 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 551 635 CHF | 184 878 CHF | 99,23% | 99,23% |
03/07/2024 | 0,54% | 1,85 CHF | 1,86 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 554 447 CHF | 185 816 CHF | 99,23% | 99,23% |