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 | 0,57% | 1,73 CHF | 1,74 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 793 112 CHF | 265 871 CHF | 99,25% | 99,25% |
15/07/2024 | 0,53% | 1,88 CHF | 1,89 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 848 568 CHF | 284 356 CHF | 99,16% | 99,16% |
12/07/2024 | 0,56% | 1,87 CHF | 1,88 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 800 854 CHF | 268 451 CHF | 99,19% | 99,19% |
11/07/2024 | 0,51% | 1,83 CHF | 1,84 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 584 115 CHF | 195 705 CHF | 99,11% | 99,11% |
10/07/2024 | 0,54% | 1,92 CHF | 1,93 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 555 823 CHF | 186 274 CHF | 99,24% | 99,24% |
09/07/2024 | 0,54% | 1,85 CHF | 1,86 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 550 842 CHF | 184 614 CHF | 99,23% | 99,23% |
08/07/2024 | 0,55% | 1,84 CHF | 1,85 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 545 454 CHF | 182 818 CHF | 99,20% | 99,20% |
05/07/2024 | 0,51% | 1,80 CHF | 1,81 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 584 031 CHF | 195 677 CHF | 99,06% | 99,06% |
04/07/2024 | 0,50% | 2,01 CHF | 2,02 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 598 688 CHF | 200 563 CHF | 99,37% | 99,37% |
03/07/2024 | 0,53% | 1,93 CHF | 1,94 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 560 899 CHF | 187 966 CHF | 99,03% | 99,03% |