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 | 1,41% | 0,71 CHF | 0,72 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 211 296 CHF | 71 432 CHF | 96,24% | 96,24% |
15/07/2024 | 1,47% | 0,65 CHF | 0,66 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 202 984 CHF | 68 661 CHF | 92,11% | 92,11% |
12/07/2024 | 1,44% | 0,70 CHF | 0,71 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 207 458 CHF | 70 153 CHF | 94,00% | 94,00% |
11/07/2024 | 1,49% | 0,68 CHF | 0,69 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 199 942 CHF | 67 647 CHF | 93,65% | 93,65% |
10/07/2024 | 1,49% | 0,67 CHF | 0,68 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 199 867 CHF | 67 622 CHF | 87,73% | 87,73% |
09/07/2024 | 1,55% | 0,64 CHF | 0,65 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 192 431 CHF | 65 144 CHF | 93,78% | 93,78% |
08/07/2024 | 1,47% | 0,67 CHF | 0,68 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 203 249 CHF | 68 750 CHF | 89,68% | 89,68% |
05/07/2024 | 1,44% | 0,67 CHF | 0,68 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 206 369 CHF | 69 790 CHF | 98,72% | 98,72% |
04/07/2024 | 1,58% | 0,63 CHF | 0,64 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 188 762 CHF | 63 921 CHF | 86,02% | 86,02% |
03/07/2024 | 1,61% | 0,62 CHF | 0,63 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 184 410 CHF | 62 470 CHF | 94,48% | 94,48% |