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 | 2,14% | 0,48 CHF | 0,49 CHF | 250 000 | 250 000 | 268 032 | 267 998 | 124 148 CHF | 126 813 CHF | 85,76% | 85,76% |
15/07/2024 | 1,89% | 0,49 CHF | 0,50 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 131 119 CHF | 133 619 CHF | 84,90% | 84,90% |
12/07/2024 | 1,95% | 0,53 CHF | 0,54 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 126 805 CHF | 129 305 CHF | 84,54% | 84,54% |
11/07/2024 | 2,08% | 0,48 CHF | 0,49 CHF | 250 000 | 250 000 | 256 430 | 256 431 | 122 260 CHF | 124 825 CHF | 89,34% | 89,34% |
10/07/2024 | 2,43% | 0,43 CHF | 0,44 CHF | 275 000 | 275 000 | 275 000 | 275 000 | 111 628 CHF | 114 378 CHF | 91,71% | 91,71% |
09/07/2024 | 2,38% | 0,40 CHF | 0,41 CHF | 275 000 | 275 000 | 275 000 | 275 000 | 114 127 CHF | 116 877 CHF | 96,72% | 96,72% |
08/07/2024 | 2,46% | 0,40 CHF | 0,41 CHF | 275 000 | 275 000 | 275 000 | 275 000 | 110 390 CHF | 113 140 CHF | 98,09% | 98,09% |
05/07/2024 | 2,40% | 0,39 CHF | 0,40 CHF | 275 000 | 275 000 | 275 000 | 275 000 | 113 164 CHF | 115 914 CHF | 97,89% | 97,89% |
04/07/2024 | 2,44% | 0,42 CHF | 0,43 CHF | 275 000 | 275 000 | 275 000 | 275 000 | 111 543 CHF | 114 293 CHF | 97,50% | 97,50% |
03/07/2024 | 2,49% | 0,40 CHF | 0,41 CHF | 275 000 | 275 000 | 275 291 | 275 291 | 109 026 CHF | 111 779 CHF | 98,95% | 98,95% |