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 | 2,53% | 0,40 CHF | 0,41 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 195 146 CHF | 40 029 CHF | 99,27% | 99,27% |
15/07/2024 | 2,42% | 0,40 CHF | 0,41 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 203 812 CHF | 41 762 CHF | 99,27% | 99,27% |
12/07/2024 | 2,33% | 0,43 CHF | 0,44 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 212 045 CHF | 43 409 CHF | 99,27% | 99,27% |
11/07/2024 | 2,48% | 0,41 CHF | 0,42 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 199 499 CHF | 40 900 CHF | 99,27% | 99,27% |
10/07/2024 | 2,80% | 0,37 CHF | 0,38 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 176 311 CHF | 36 262 CHF | 99,27% | 99,27% |
09/07/2024 | 3,14% | 0,30 CHF | 0,31 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 156 782 CHF | 32 356 CHF | 99,27% | 99,27% |
08/07/2024 | 2,81% | 0,34 CHF | 0,35 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 175 645 CHF | 36 129 CHF | 99,25% | 99,25% |
05/07/2024 | 2,65% | 0,36 CHF | 0,37 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 186 443 CHF | 38 289 CHF | 99,27% | 99,27% |
04/07/2024 | 2,67% | 0,38 CHF | 0,39 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 185 126 CHF | 38 025 CHF | 99,27% | 99,27% |
03/07/2024 | 2,85% | 0,36 CHF | 0,37 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 173 202 CHF | 35 641 CHF | 99,27% | 99,27% |