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 | 0,62% | 1,60 CHF | 1,61 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 485 837 CHF | 162 946 CHF | 97,41% | 97,41% |
15/07/2024 | 0,64% | 1,56 CHF | 1,57 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 467 951 CHF | 156 984 CHF | 99,11% | 99,11% |
12/07/2024 | 0,65% | 1,54 CHF | 1,55 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 463 552 CHF | 155 517 CHF | 99,27% | 99,27% |
11/07/2024 | 0,63% | 1,58 CHF | 1,59 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 476 003 CHF | 159 668 CHF | 98,67% | 98,67% |
10/07/2024 | 0,62% | 1,60 CHF | 1,61 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 480 132 CHF | 161 044 CHF | 99,20% | 99,20% |
09/07/2024 | 0,61% | 1,67 CHF | 1,68 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 491 182 CHF | 164 727 CHF | 99,24% | 99,24% |
08/07/2024 | 0,64% | 1,59 CHF | 1,60 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 464 990 CHF | 155 997 CHF | 99,23% | 99,23% |
05/07/2024 | 0,64% | 1,60 CHF | 1,61 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 468 540 CHF | 157 180 CHF | 99,24% | 99,24% |
04/07/2024 | 0,65% | 1,55 CHF | 1,56 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 461 150 CHF | 154 717 CHF | 99,01% | 99,01% |
03/07/2024 | 0,60% | 1,64 CHF | 1,65 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 497 174 CHF | 166 725 CHF | 98,84% | 98,84% |