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 | 0,69% | 1,47 CHF | 1,48 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 325 079 CHF | 109 110 CHF | 98,68% | 98,68% |
15/07/2024 | 0,63% | 1,57 CHF | 1,58 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 354 153 CHF | 118 801 CHF | 96,72% | 96,72% |
12/07/2024 | 0,64% | 1,59 CHF | 1,60 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 348 993 CHF | 117 081 CHF | 98,96% | 98,96% |
11/07/2024 | 0,64% | 1,53 CHF | 1,54 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 350 332 CHF | 117 527 CHF | 99,05% | 99,05% |
10/07/2024 | 0,66% | 1,52 CHF | 1,53 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 337 983 CHF | 113 411 CHF | 96,54% | 96,54% |
09/07/2024 | 0,67% | 1,49 CHF | 1,50 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 335 488 CHF | 112 579 CHF | 98,05% | 98,05% |
08/07/2024 | 0,70% | 1,47 CHF | 1,48 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 321 973 CHF | 108 074 CHF | 98,83% | 98,83% |
05/07/2024 | 0,75% | 1,28 CHF | 1,29 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 399 956 CHF | 134 319 CHF | 94,94% | 94,94% |
04/07/2024 | 0,74% | 1,35 CHF | 1,36 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 401 482 CHF | 134 827 CHF | 98,66% | 98,66% |
03/07/2024 | 0,75% | 1,30 CHF | 1,31 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 396 217 CHF | 133 072 CHF | 99,09% | 99,09% |