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 | 2,26% | 0,43 CHF | 0,44 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 109 234 CHF | 44 694 CHF | 99,17% | 99,17% |
15/07/2024 | 2,48% | 0,42 CHF | 0,43 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 99 556 CHF | 40 822 CHF | 99,17% | 99,17% |
12/07/2024 | 2,48% | 0,38 CHF | 0,39 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 99 756 CHF | 40 902 CHF | 99,16% | 99,16% |
11/07/2024 | 2,69% | 0,36 CHF | 0,37 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 91 703 CHF | 37 681 CHF | 99,16% | 99,16% |
10/07/2024 | 2,56% | 0,39 CHF | 0,40 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 96 445 CHF | 39 578 CHF | 99,17% | 99,17% |
09/07/2024 | 2,66% | 0,38 CHF | 0,39 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 92 728 CHF | 38 091 CHF | 99,17% | 99,17% |
08/07/2024 | 2,95% | 0,36 CHF | 0,37 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 83 500 CHF | 34 400 CHF | 99,15% | 99,15% |
05/07/2024 | 3,09% | 0,33 CHF | 0,34 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 79 615 CHF | 32 846 CHF | 99,16% | 99,16% |
04/07/2024 | 2,65% | 0,37 CHF | 0,38 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 93 040 CHF | 38 216 CHF | 99,17% | 99,17% |
03/07/2024 | 2,85% | 0,35 CHF | 0,36 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 86 385 CHF | 35 554 CHF | 99,17% | 99,17% |