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% | 1,80 CHF | 1,81 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 804 185 CHF | 179 708 CHF | 99,27% | 99,27% |
15/07/2024 | 0,56% | 1,79 CHF | 1,80 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 803 019 CHF | 179 449 CHF | 99,27% | 99,27% |
12/07/2024 | 0,57% | 1,79 CHF | 1,80 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 782 592 CHF | 174 909 CHF | 99,27% | 99,27% |
11/07/2024 | 0,59% | 1,72 CHF | 1,73 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 764 578 CHF | 170 906 CHF | 99,27% | 99,27% |
10/07/2024 | 0,60% | 1,64 CHF | 1,65 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 748 121 CHF | 167 249 CHF | 99,27% | 99,27% |
09/07/2024 | 0,60% | 1,65 CHF | 1,66 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 746 895 CHF | 166 977 CHF | 99,27% | 99,27% |
08/07/2024 | 0,59% | 1,69 CHF | 1,70 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 765 284 CHF | 171 063 CHF | 99,22% | 99,22% |
05/07/2024 | 0,59% | 1,67 CHF | 1,68 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 761 549 CHF | 170 233 CHF | 99,27% | 99,27% |
04/07/2024 | 0,60% | 1,64 CHF | 1,65 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 742 783 CHF | 166 063 CHF | 99,27% | 99,27% |
03/07/2024 | 0,63% | 1,60 CHF | 1,61 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 717 009 CHF | 160 335 CHF | 99,27% | 99,27% |