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 | 0,72% | 1,31 CHF | 1,32 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 412 549 CHF | 138 516 CHF | 99,42% | 99,42% |
15/07/2024 | 0,73% | 1,37 CHF | 1,38 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 412 305 CHF | 138 435 CHF | 99,41% | 99,41% |
12/07/2024 | 0,68% | 1,41 CHF | 1,42 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 438 666 CHF | 147 222 CHF | 99,42% | 99,42% |
11/07/2024 | 0,67% | 1,45 CHF | 1,46 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 443 219 CHF | 148 740 CHF | 99,41% | 99,41% |
10/07/2024 | 0,65% | 1,51 CHF | 1,52 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 460 070 CHF | 154 357 CHF | 99,41% | 99,41% |
09/07/2024 | 0,63% | 1,59 CHF | 1,60 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 473 673 CHF | 158 891 CHF | 99,41% | 99,41% |
08/07/2024 | 0,63% | 1,60 CHF | 1,61 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 475 497 CHF | 159 499 CHF | 99,41% | 99,41% |
05/07/2024 | 0,64% | 1,52 CHF | 1,53 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 466 135 CHF | 156 378 CHF | 99,41% | 99,41% |
04/07/2024 | 0,63% | 1,58 CHF | 1,59 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 478 352 CHF | 160 451 CHF | 99,41% | 99,41% |
03/07/2024 | 0,59% | 1,59 CHF | 1,60 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 503 231 CHF | 168 744 CHF | 99,41% | 99,41% |