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 | 0,73% | 1,37 CHF | 1,38 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 815 846 CHF | 273 949 CHF | 99,27% | 99,27% |
15/07/2024 | 0,73% | 1,36 CHF | 1,37 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 813 464 CHF | 273 155 CHF | 99,27% | 99,27% |
12/07/2024 | 0,75% | 1,36 CHF | 1,37 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 794 493 CHF | 266 831 CHF | 99,27% | 99,27% |
11/07/2024 | 0,77% | 1,31 CHF | 1,32 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 776 565 CHF | 260 855 CHF | 99,27% | 99,27% |
10/07/2024 | 0,79% | 1,25 CHF | 1,26 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 759 980 CHF | 255 327 CHF | 99,27% | 99,27% |
09/07/2024 | 0,79% | 1,25 CHF | 1,26 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 759 672 CHF | 255 224 CHF | 99,27% | 99,27% |
08/07/2024 | 0,77% | 1,29 CHF | 1,30 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 778 109 CHF | 261 370 CHF | 99,20% | 99,20% |
05/07/2024 | 0,77% | 1,27 CHF | 1,28 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 773 903 CHF | 259 968 CHF | 99,26% | 99,26% |
04/07/2024 | 0,79% | 1,26 CHF | 1,27 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 760 463 CHF | 255 488 CHF | 99,27% | 99,27% |
03/07/2024 | 0,82% | 1,22 CHF | 1,23 CHF | 600 000 | 200 000 | 600 000 | 199 994 | 731 609 CHF | 245 863 CHF | 99,27% | 99,27% |