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 | 0,75% | 1,32 CHF | 1,33 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 601 693 CHF | 202 064 CHF | 98,98% | 98,98% |
15/07/2024 | 0,77% | 1,38 CHF | 1,39 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 582 081 CHF | 195 527 CHF | 98,43% | 98,43% |
12/07/2024 | 0,76% | 1,31 CHF | 1,32 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 592 796 CHF | 199 099 CHF | 98,97% | 98,97% |
11/07/2024 | 0,69% | 1,35 CHF | 1,36 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 646 448 CHF | 216 983 CHF | 98,30% | 98,30% |
10/07/2024 | 0,68% | 1,45 CHF | 1,46 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 657 615 CHF | 220 705 CHF | 16,01% | 98,97% |
09/07/2024 | - | 1,55 CHF | - CHF | 450 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 98,77% |
08/07/2024 | 0,67% | 1,51 CHF | 1,50 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 666 910 CHF | 223 803 CHF | 0,51% | 99,19% |
05/07/2024 | 0,67% | 1,55 CHF | 1,49 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 665 252 CHF | 223 251 CHF | 2,91% | 98,69% |
04/07/2024 | 0,67% | 1,49 CHF | 1,49 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 666 668 CHF | 223 723 CHF | 59,17% | 99,36% |
03/07/2024 | 0,67% | 1,48 CHF | 1,49 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 666 098 CHF | 223 533 CHF | 97,88% | 99,18% |