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 | 0,37% | 2,70 CHF | 2,71 CHF | 450 000 | 50 000 | 450 000 | 50 000 | 1 208 750 CHF | 134 806 CHF | 99,27% | 99,27% |
15/07/2024 | 0,37% | 2,69 CHF | 2,70 CHF | 450 000 | 50 000 | 450 000 | 50 000 | 1 206 910 CHF | 134 602 CHF | 99,27% | 99,27% |
12/07/2024 | 0,38% | 2,69 CHF | 2,70 CHF | 450 000 | 50 000 | 450 000 | 50 000 | 1 180 680 CHF | 131 686 CHF | 99,27% | 99,27% |
11/07/2024 | 0,39% | 2,60 CHF | 2,61 CHF | 450 000 | 50 000 | 450 000 | 50 000 | 1 156 990 CHF | 129 054 CHF | 99,27% | 99,27% |
10/07/2024 | 0,40% | 2,50 CHF | 2,51 CHF | 450 000 | 50 000 | 450 000 | 50 000 | 1 134 760 CHF | 126 585 CHF | 99,27% | 99,27% |
09/07/2024 | 0,40% | 2,50 CHF | 2,51 CHF | 450 000 | 50 000 | 450 000 | 50 000 | 1 132 020 CHF | 126 280 CHF | 99,27% | 99,27% |
08/07/2024 | 0,39% | 2,55 CHF | 2,56 CHF | 450 000 | 50 000 | 450 000 | 50 000 | 1 154 160 CHF | 128 740 CHF | 99,21% | 99,21% |
05/07/2024 | 0,39% | 2,53 CHF | 2,54 CHF | 450 000 | 50 000 | 450 000 | 50 000 | 1 149 000 CHF | 128 167 CHF | 99,27% | 99,27% |
04/07/2024 | 0,40% | 2,48 CHF | 2,49 CHF | 450 000 | 50 000 | 450 000 | 50 000 | 1 123 220 CHF | 125 303 CHF | 99,27% | 99,27% |
03/07/2024 | 0,41% | 2,43 CHF | 2,44 CHF | 450 000 | 50 000 | 450 000 | 50 000 | 1 089 550 CHF | 121 561 CHF | 99,27% | 99,27% |