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 | 0,67% | 1,50 CHF | 1,51 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 890 296 CHF | 298 765 CHF | 87,12% | 87,12% |
15/07/2024 | 0,63% | 1,58 CHF | 1,59 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 953 708 CHF | 319 903 CHF | 92,97% | 92,97% |
12/07/2024 | 0,66% | 1,55 CHF | 1,56 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 905 262 CHF | 303 754 CHF | 94,13% | 94,13% |
11/07/2024 | 0,71% | 1,45 CHF | 1,46 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 842 024 CHF | 282 675 CHF | 91,29% | 91,29% |
10/07/2024 | 0,75% | 1,37 CHF | 1,38 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 798 898 CHF | 268 299 CHF | 87,23% | 87,23% |
09/07/2024 | 0,76% | 1,28 CHF | 1,29 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 783 867 CHF | 263 289 CHF | 85,57% | 85,57% |
08/07/2024 | 0,73% | 1,33 CHF | 1,34 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 814 745 CHF | 273 582 CHF | 85,26% | 85,26% |
05/07/2024 | 0,73% | 1,35 CHF | 1,36 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 823 682 CHF | 276 561 CHF | 90,44% | 90,44% |
04/07/2024 | 0,76% | 1,33 CHF | 1,34 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 783 361 CHF | 263 120 CHF | 78,08% | 78,08% |
03/07/2024 | 0,76% | 1,31 CHF | 1,32 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 785 434 CHF | 263 811 CHF | 92,35% | 92,35% |