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 | 0,62% | 1,60 CHF | 1,61 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 958 395 CHF | 321 465 CHF | 98,79% | 98,79% |
15/07/2024 | 0,61% | 1,64 CHF | 1,65 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 984 912 CHF | 330 304 CHF | 98,74% | 98,74% |
12/07/2024 | 0,61% | 1,65 CHF | 1,66 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 987 895 CHF | 331 298 CHF | 98,79% | 98,79% |
11/07/2024 | 0,60% | 1,65 CHF | 1,66 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 992 473 CHF | 332 824 CHF | 98,78% | 98,78% |
10/07/2024 | 0,60% | 1,68 CHF | 1,69 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 995 292 CHF | 333 764 CHF | 98,76% | 98,76% |
09/07/2024 | 0,60% | 1,65 CHF | 1,66 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 993 750 CHF | 333 250 CHF | 98,79% | 98,79% |
08/07/2024 | 0,58% | 1,70 CHF | 1,71 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 030 260 CHF | 345 419 CHF | 98,75% | 98,75% |
05/07/2024 | 0,57% | 1,73 CHF | 1,74 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 053 850 CHF | 353 283 CHF | 98,80% | 98,80% |
04/07/2024 | 0,56% | 1,78 CHF | 1,79 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 063 560 CHF | 356 522 CHF | 98,74% | 98,74% |
03/07/2024 | 0,57% | 1,76 CHF | 1,77 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 045 890 CHF | 350 629 CHF | 98,31% | 98,31% |