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 | 0,64% | 1,57 CHF | 1,58 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 464 590 CHF | 155 863 CHF | 98,67% | 98,67% |
15/07/2024 | 0,60% | 1,68 CHF | 1,69 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 376 935 CHF | 126 395 CHF | 96,69% | 96,69% |
12/07/2024 | 0,60% | 1,69 CHF | 1,70 CHF | 225 000 | 75 000 | 230 640 | 76 880 | 381 385 CHF | 127 897 CHF | 98,81% | 98,81% |
11/07/2024 | 0,60% | 1,63 CHF | 1,64 CHF | 225 000 | 75 000 | 244 234 | 81 411 | 404 613 CHF | 135 685 CHF | 99,20% | 99,20% |
10/07/2024 | 0,62% | 1,62 CHF | 1,63 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 481 903 CHF | 161 634 CHF | 96,54% | 96,54% |
09/07/2024 | 0,63% | 1,59 CHF | 1,60 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 478 370 CHF | 160 457 CHF | 98,01% | 98,01% |
08/07/2024 | 0,65% | 1,57 CHF | 1,58 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 459 219 CHF | 154 073 CHF | 98,83% | 98,83% |
05/07/2024 | 0,70% | 1,38 CHF | 1,39 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 430 030 CHF | 144 343 CHF | 94,94% | 94,94% |
04/07/2024 | 0,69% | 1,46 CHF | 1,47 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 432 887 CHF | 145 296 CHF | 98,65% | 98,65% |
03/07/2024 | 0,70% | 1,40 CHF | 1,41 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 426 317 CHF | 143 106 CHF | 99,11% | 99,11% |