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% | 1,76 CHF | 1,77 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 390 810 CHF | 131 020 CHF | 98,61% | 98,61% |
15/07/2024 | 0,53% | 1,87 CHF | 1,88 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 421 384 CHF | 141 211 CHF | 96,70% | 96,70% |
12/07/2024 | 0,54% | 1,89 CHF | 1,90 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 415 528 CHF | 139 259 CHF | 98,84% | 98,84% |
11/07/2024 | 0,54% | 1,82 CHF | 1,83 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 416 755 CHF | 139 668 CHF | 99,05% | 99,05% |
10/07/2024 | 0,56% | 1,81 CHF | 1,82 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 403 898 CHF | 135 383 CHF | 96,57% | 96,57% |
09/07/2024 | 0,56% | 1,78 CHF | 1,79 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 401 213 CHF | 134 488 CHF | 97,98% | 97,98% |
08/07/2024 | 0,58% | 1,76 CHF | 1,77 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 387 324 CHF | 129 858 CHF | 98,78% | 98,78% |
05/07/2024 | 0,62% | 1,56 CHF | 1,57 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 363 955 CHF | 122 068 CHF | 94,94% | 94,94% |
04/07/2024 | 0,61% | 1,64 CHF | 1,65 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 366 093 CHF | 122 781 CHF | 98,65% | 98,65% |
03/07/2024 | 0,62% | 1,58 CHF | 1,59 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 360 766 CHF | 121 005 CHF | 99,01% | 99,01% |