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 | 0,64% | 1,60 CHF | 1,61 CHF | 450 000 | 75 000 | 450 000 | 75 000 | 703 044 CHF | 117 924 CHF | 99,27% | 99,27% |
15/07/2024 | 0,63% | 1,57 CHF | 1,58 CHF | 450 000 | 75 000 | 450 000 | 75 000 | 716 940 CHF | 120 240 CHF | 99,27% | 99,27% |
12/07/2024 | 0,62% | 1,62 CHF | 1,63 CHF | 450 000 | 75 000 | 450 000 | 75 000 | 720 235 CHF | 120 789 CHF | 99,27% | 99,27% |
11/07/2024 | 0,54% | 1,82 CHF | 1,83 CHF | 450 000 | 75 000 | 450 000 | 75 000 | 826 870 CHF | 138 562 CHF | 99,27% | 99,27% |
10/07/2024 | 0,53% | 1,91 CHF | 1,92 CHF | 450 000 | 75 000 | 450 000 | 75 000 | 847 549 CHF | 142 008 CHF | 99,27% | 99,27% |
09/07/2024 | 0,53% | 1,88 CHF | 1,89 CHF | 450 000 | 75 000 | 450 000 | 75 000 | 848 035 CHF | 142 089 CHF | 99,27% | 99,27% |
08/07/2024 | 0,54% | 1,84 CHF | 1,85 CHF | 450 000 | 75 000 | 450 000 | 75 000 | 835 034 CHF | 139 922 CHF | 99,24% | 99,24% |
05/07/2024 | 0,55% | 1,82 CHF | 1,83 CHF | 450 000 | 75 000 | 450 000 | 75 000 | 822 232 CHF | 137 789 CHF | 99,27% | 99,27% |
04/07/2024 | 0,55% | 1,81 CHF | 1,82 CHF | 450 000 | 75 000 | 450 000 | 75 000 | 815 040 CHF | 136 590 CHF | 99,27% | 99,27% |
03/07/2024 | 0,56% | 1,78 CHF | 1,79 CHF | 450 000 | 75 000 | 450 000 | 75 000 | 802 820 CHF | 134 553 CHF | 99,01% | 99,01% |