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 | 0,94% | 1,03 CHF | 1,04 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 476 036 CHF | 160 179 CHF | 98,67% | 98,67% |
15/07/2024 | 0,93% | 1,12 CHF | 1,13 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 481 707 CHF | 162 069 CHF | 98,74% | 98,74% |
12/07/2024 | 0,87% | 1,12 CHF | 1,13 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 513 215 CHF | 172 572 CHF | 98,88% | 98,88% |
11/07/2024 | 0,74% | 1,25 CHF | 1,26 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 607 715 CHF | 204 072 CHF | 98,42% | 98,42% |
10/07/2024 | 0,74% | 1,34 CHF | 1,35 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 605 064 CHF | 203 188 CHF | 98,98% | 98,98% |
09/07/2024 | 0,74% | 1,34 CHF | 1,35 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 608 247 CHF | 204 249 CHF | 98,86% | 98,86% |
08/07/2024 | 0,71% | 1,34 CHF | 1,35 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 633 726 CHF | 212 742 CHF | 98,99% | 98,99% |
05/07/2024 | 0,83% | 1,35 CHF | 1,36 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 541 172 CHF | 181 891 CHF | 98,77% | 98,77% |
04/07/2024 | 0,84% | 1,19 CHF | 1,20 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 531 215 CHF | 178 572 CHF | 99,37% | 99,37% |
03/07/2024 | 0,84% | 1,17 CHF | 1,18 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 533 692 CHF | 179 397 CHF | 99,40% | 99,40% |