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 | 0,56% | 1,93 CHF | 1,94 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 532 121 CHF | 178 374 CHF | 99,41% | 99,41% |
15/07/2024 | 0,61% | 1,71 CHF | 1,72 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 487 026 CHF | 163 342 CHF | 99,02% | 99,02% |
12/07/2024 | 0,65% | 1,60 CHF | 1,61 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 458 823 CHF | 153 941 CHF | 99,38% | 99,38% |
11/07/2024 | 0,68% | 1,53 CHF | 1,54 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 438 976 CHF | 147 325 CHF | 98,79% | 98,79% |
10/07/2024 | 0,70% | 1,39 CHF | 1,40 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 425 358 CHF | 142 786 CHF | 98,49% | 98,49% |
09/07/2024 | 0,68% | 1,43 CHF | 1,44 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 438 687 CHF | 147 229 CHF | 99,56% | 99,56% |
08/07/2024 | 0,68% | 1,49 CHF | 1,50 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 440 948 CHF | 147 983 CHF | 96,24% | 96,24% |
05/07/2024 | 0,66% | 1,48 CHF | 1,49 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 451 615 CHF | 151 538 CHF | 99,42% | 99,42% |
04/07/2024 | 0,65% | 1,54 CHF | 1,55 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 460 020 CHF | 154 340 CHF | 99,41% | 99,41% |
03/07/2024 | 0,68% | 1,50 CHF | 1,51 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 442 953 CHF | 148 651 CHF | 99,50% | 99,50% |