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 | 0,66% | 1,53 CHF | 1,54 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 454 136 CHF | 152 379 CHF | 99,27% | 99,27% |
15/07/2024 | 0,66% | 1,52 CHF | 1,53 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 453 050 CHF | 152 017 CHF | 99,27% | 99,27% |
12/07/2024 | 0,69% | 1,52 CHF | 1,53 CHF | 300 000 | 100 000 | 316 192 | 105 397 | 455 896 CHF | 153 019 CHF | 99,27% | 99,27% |
11/07/2024 | 0,72% | 1,43 CHF | 1,44 CHF | 300 000 | 100 000 | 396 059 | 132 020 | 548 508 CHF | 184 156 CHF | 99,27% | 99,27% |
10/07/2024 | 0,74% | 1,32 CHF | 1,33 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 605 055 CHF | 203 185 CHF | 99,27% | 99,27% |
09/07/2024 | 0,74% | 1,32 CHF | 1,33 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 604 485 CHF | 202 995 CHF | 99,27% | 99,27% |
08/07/2024 | 0,71% | 1,38 CHF | 1,39 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 629 132 CHF | 211 211 CHF | 99,21% | 99,21% |
05/07/2024 | 0,72% | 1,37 CHF | 1,38 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 625 104 CHF | 209 868 CHF | 99,26% | 99,26% |
04/07/2024 | 0,75% | 1,31 CHF | 1,32 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 600 590 CHF | 201 697 CHF | 99,27% | 99,27% |
03/07/2024 | 0,79% | 1,27 CHF | 1,28 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 564 436 CHF | 189 645 CHF | 99,27% | 99,27% |