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 | 0,37% | 2,78 CHF | 2,79 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 404 001 CHF | 405 501 CHF | 99,30% | 99,30% |
15/07/2024 | 0,33% | 2,83 CHF | 2,84 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 447 745 CHF | 449 245 CHF | 98,60% | 98,60% |
12/07/2024 | 0,34% | 3,00 CHF | 3,01 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 435 875 CHF | 437 375 CHF | 99,23% | 99,23% |
11/07/2024 | 0,36% | 2,78 CHF | 2,79 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 413 795 CHF | 415 295 CHF | 97,57% | 97,57% |
10/07/2024 | 0,41% | 2,55 CHF | 2,56 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 361 198 CHF | 362 698 CHF | 99,20% | 99,20% |
09/07/2024 | 0,41% | 2,35 CHF | 2,36 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 367 793 CHF | 369 293 CHF | 99,30% | 99,30% |
08/07/2024 | 0,42% | 2,36 CHF | 2,37 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 356 197 CHF | 357 697 CHF | 97,58% | 97,58% |
05/07/2024 | 0,41% | 2,28 CHF | 2,29 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 361 335 CHF | 362 835 CHF | 99,28% | 99,28% |
04/07/2024 | 0,42% | 2,43 CHF | 2,44 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 355 979 CHF | 357 479 CHF | 99,17% | 99,17% |
03/07/2024 | 0,43% | 2,32 CHF | 2,33 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 347 436 CHF | 348 936 CHF | 99,16% | 99,16% |