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 | 0,55% | 1,77 CHF | 1,78 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 363 456 CHF | 365 456 CHF | 100,00% | 100,00% |
15/07/2024 | 0,64% | 1,63 CHF | 1,64 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 310 938 CHF | 312 938 CHF | 100,00% | 100,00% |
12/07/2024 | 0,60% | 1,42 CHF | 1,43 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 330 701 CHF | 332 701 CHF | 99,86% | 99,86% |
11/07/2024 | 0,53% | 1,74 CHF | 1,75 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 374 841 CHF | 376 841 CHF | 97,20% | 97,20% |
10/07/2024 | 0,48% | 1,98 CHF | 1,99 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 414 283 CHF | 416 283 CHF | 96,17% | 96,17% |
09/07/2024 | 0,50% | 2,22 CHF | 2,23 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 402 657 CHF | 404 657 CHF | 99,63% | 99,63% |
08/07/2024 | 0,57% | 1,84 CHF | 1,85 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 350 058 CHF | 352 058 CHF | 100,00% | 100,00% |
05/07/2024 | 0,58% | 1,88 CHF | 1,89 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 346 249 CHF | 348 249 CHF | 98,85% | 98,85% |
04/07/2024 | 0,52% | 1,90 CHF | 1,91 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 386 605 CHF | 388 605 CHF | 100,00% | 100,00% |
03/07/2024 | 0,47% | 2,03 CHF | 2,04 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 425 576 CHF | 427 576 CHF | 99,32% | 99,32% |