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 | 0,54% | 1,84 CHF | 1,85 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 558 470 CHF | 187 157 CHF | 99,24% | 99,24% |
15/07/2024 | 0,52% | 1,88 CHF | 1,89 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 577 611 CHF | 193 537 CHF | 99,19% | 99,19% |
12/07/2024 | 0,51% | 1,98 CHF | 1,99 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 589 837 CHF | 197 612 CHF | 99,27% | 99,27% |
11/07/2024 | 0,51% | 1,94 CHF | 1,95 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 591 196 CHF | 198 065 CHF | 99,23% | 99,23% |
10/07/2024 | 0,53% | 1,93 CHF | 1,94 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 566 285 CHF | 189 762 CHF | 99,23% | 99,23% |
09/07/2024 | 0,54% | 1,85 CHF | 1,86 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 556 519 CHF | 186 506 CHF | 99,23% | 99,23% |
08/07/2024 | 0,53% | 1,87 CHF | 1,88 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 561 283 CHF | 188 094 CHF | 99,24% | 99,24% |
05/07/2024 | 0,55% | 1,80 CHF | 1,81 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 543 144 CHF | 182 048 CHF | 99,23% | 99,23% |
04/07/2024 | 0,56% | 1,81 CHF | 1,82 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 536 412 CHF | 179 804 CHF | 99,23% | 99,23% |
03/07/2024 | 0,56% | 1,78 CHF | 1,79 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 532 862 CHF | 178 621 CHF | 99,23% | 99,23% |