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 | 0,34% | 2,97 CHF | 2,98 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 724 146 CHF | 217 994 CHF | 98,84% | 98,84% |
15/07/2024 | 0,35% | 2,79 CHF | 2,80 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 719 006 CHF | 216 452 CHF | 97,40% | 97,40% |
12/07/2024 | 0,33% | 2,92 CHF | 2,93 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 747 420 CHF | 224 976 CHF | 99,41% | 99,41% |
11/07/2024 | 0,36% | 2,84 CHF | 2,85 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 689 337 CHF | 207 551 CHF | 98,17% | 98,17% |
10/07/2024 | 0,38% | 2,62 CHF | 2,63 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 658 582 CHF | 198 325 CHF | 99,24% | 99,24% |
09/07/2024 | 0,38% | 2,61 CHF | 2,62 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 662 689 CHF | 199 557 CHF | 98,94% | 98,94% |
08/07/2024 | 0,37% | 2,65 CHF | 2,66 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 683 428 CHF | 205 779 CHF | 99,39% | 99,39% |
05/07/2024 | 0,37% | 2,65 CHF | 2,66 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 669 212 CHF | 201 513 CHF | 99,41% | 99,41% |
04/07/2024 | 0,38% | 2,65 CHF | 2,66 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 663 735 CHF | 199 871 CHF | 99,38% | 99,38% |
03/07/2024 | 0,36% | 2,61 CHF | 2,62 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 685 308 CHF | 206 343 CHF | 97,78% | 97,78% |