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 | 0,59% | 1,86 CHF | 1,87 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 509 289 CHF | 170 763 CHF | 99,53% | 99,53% |
15/07/2024 | 0,65% | 1,63 CHF | 1,64 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 462 209 CHF | 155 070 CHF | 99,02% | 99,02% |
12/07/2024 | 0,69% | 1,51 CHF | 1,52 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 433 152 CHF | 145 384 CHF | 99,70% | 99,70% |
11/07/2024 | 0,72% | 1,44 CHF | 1,45 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 412 573 CHF | 138 524 CHF | 98,68% | 98,68% |
10/07/2024 | 0,75% | 1,30 CHF | 1,31 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 397 711 CHF | 133 570 CHF | 98,50% | 98,50% |
09/07/2024 | 0,73% | 1,34 CHF | 1,35 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 411 438 CHF | 138 146 CHF | 99,55% | 99,55% |
08/07/2024 | 0,72% | 1,39 CHF | 1,40 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 412 860 CHF | 138 620 CHF | 96,23% | 96,23% |
05/07/2024 | 0,70% | 1,39 CHF | 1,40 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 424 705 CHF | 142 568 CHF | 99,44% | 99,44% |
04/07/2024 | 0,69% | 1,45 CHF | 1,46 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 433 146 CHF | 145 382 CHF | 99,40% | 99,40% |
03/07/2024 | 0,72% | 1,41 CHF | 1,42 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 414 786 CHF | 139 262 CHF | 99,57% | 99,57% |