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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 0,84% | 1,19 CHF | 1,20 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 535 187 CHF | 179 896 CHF | 99,11% | 99,11% |
16/07/2024 | 0,82% | 1,22 CHF | 1,23 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 546 148 CHF | 183 549 CHF | 99,37% | 99,37% |
15/07/2024 | 0,81% | 1,22 CHF | 1,23 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 554 586 CHF | 186 362 CHF | 99,38% | 99,38% |
12/07/2024 | 0,81% | 1,24 CHF | 1,25 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 555 634 CHF | 186 711 CHF | 99,38% | 99,38% |
11/07/2024 | 0,83% | 1,23 CHF | 1,24 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 542 592 CHF | 182 364 CHF | 99,38% | 99,38% |
10/07/2024 | 0,82% | 1,21 CHF | 1,22 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 549 384 CHF | 184 628 CHF | 99,38% | 99,38% |
09/07/2024 | 0,78% | 1,23 CHF | 1,24 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 574 988 CHF | 193 163 CHF | 99,38% | 99,38% |
08/07/2024 | 0,79% | 1,27 CHF | 1,28 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 569 694 CHF | 191 398 CHF | 99,38% | 99,38% |
05/07/2024 | 0,78% | 1,25 CHF | 1,26 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 572 519 CHF | 192 340 CHF | 99,38% | 99,38% |
04/07/2024 | 0,82% | 1,23 CHF | 1,24 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 549 770 CHF | 184 757 CHF | 98,59% | 98,59% |