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 | 0,76% | 1,31 CHF | 1,32 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 591 283 CHF | 198 594 CHF | 99,11% | 99,11% |
16/07/2024 | 0,75% | 1,35 CHF | 1,36 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 601 515 CHF | 202 005 CHF | 99,37% | 99,37% |
15/07/2024 | 0,74% | 1,35 CHF | 1,36 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 609 680 CHF | 204 727 CHF | 99,38% | 99,38% |
12/07/2024 | 0,73% | 1,36 CHF | 1,37 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 610 795 CHF | 205 098 CHF | 99,38% | 99,38% |
11/07/2024 | 0,75% | 1,36 CHF | 1,37 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 597 790 CHF | 200 763 CHF | 99,38% | 99,38% |
10/07/2024 | 0,74% | 1,34 CHF | 1,35 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 605 365 CHF | 203 288 CHF | 99,38% | 99,38% |
09/07/2024 | 0,71% | 1,36 CHF | 1,37 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 631 208 CHF | 211 903 CHF | 99,38% | 99,38% |
08/07/2024 | 0,72% | 1,40 CHF | 1,41 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 625 255 CHF | 209 918 CHF | 99,38% | 99,38% |
05/07/2024 | 0,71% | 1,38 CHF | 1,39 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 628 503 CHF | 211 001 CHF | 99,38% | 99,38% |
04/07/2024 | 0,74% | 1,35 CHF | 1,36 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 607 176 CHF | 203 892 CHF | 98,58% | 98,58% |