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 | 0,68% | 1,48 CHF | 1,49 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 660 680 CHF | 221 727 CHF | 98,74% | 98,74% |
15/07/2024 | 0,67% | 1,48 CHF | 1,49 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 674 229 CHF | 226 243 CHF | 98,51% | 98,51% |
12/07/2024 | 0,69% | 1,56 CHF | 1,57 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 654 424 CHF | 219 641 CHF | 98,78% | 98,78% |
11/07/2024 | 0,72% | 1,41 CHF | 1,42 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 619 111 CHF | 207 870 CHF | 98,61% | 98,61% |
10/07/2024 | 0,76% | 1,36 CHF | 1,37 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 592 331 CHF | 198 944 CHF | 98,82% | 98,82% |
09/07/2024 | 0,76% | 1,26 CHF | 1,27 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 592 707 CHF | 199 069 CHF | 98,75% | 98,75% |
08/07/2024 | 0,72% | 1,38 CHF | 1,39 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 625 468 CHF | 209 989 CHF | 98,75% | 98,75% |
05/07/2024 | 0,70% | 1,38 CHF | 1,39 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 640 985 CHF | 215 162 CHF | 98,74% | 98,74% |
04/07/2024 | 0,72% | 1,39 CHF | 1,40 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 619 039 CHF | 207 846 CHF | 98,70% | 98,70% |
03/07/2024 | 0,74% | 1,37 CHF | 1,38 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 606 492 CHF | 203 664 CHF | 98,81% | 98,81% |