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 | 0,88% | 1,06 CHF | 1,07 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 169 225 CHF | 56 908 CHF | 97,69% | 97,69% |
15/07/2024 | 0,91% | 1,13 CHF | 1,14 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 163 659 CHF | 55 053 CHF | 99,19% | 99,19% |
12/07/2024 | 0,92% | 1,12 CHF | 1,13 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 162 091 CHF | 54 530 CHF | 99,27% | 99,27% |
11/07/2024 | 0,93% | 1,03 CHF | 1,04 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 159 794 CHF | 53 765 CHF | 99,24% | 99,24% |
10/07/2024 | 0,93% | 1,07 CHF | 1,08 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 160 733 CHF | 54 078 CHF | 99,23% | 99,23% |
09/07/2024 | 0,96% | 1,05 CHF | 1,06 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 154 737 CHF | 52 079 CHF | 99,23% | 99,23% |
08/07/2024 | 0,98% | 0,95 CHF | 0,96 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 152 061 CHF | 51 187 CHF | 99,24% | 99,24% |
05/07/2024 | 0,94% | 1,05 CHF | 1,06 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 158 871 CHF | 53 457 CHF | 99,23% | 99,23% |
04/07/2024 | 0,95% | 1,06 CHF | 1,07 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 157 971 CHF | 53 157 CHF | 99,23% | 99,23% |
03/07/2024 | 0,95% | 1,06 CHF | 1,07 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 156 739 CHF | 52 746 CHF | 99,24% | 99,24% |