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 | 1,69% | 0,57 CHF | 0,58 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 176 245 CHF | 59 748 CHF | 99,22% | 99,22% |
15/07/2024 | 1,63% | 0,62 CHF | 0,63 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 182 652 CHF | 61 884 CHF | 99,15% | 99,15% |
12/07/2024 | 1,92% | 0,60 CHF | 0,61 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 155 459 CHF | 52 820 CHF | 99,20% | 99,20% |
11/07/2024 | 1,64% | 0,55 CHF | 0,56 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 181 651 CHF | 61 550 CHF | 99,21% | 99,21% |
10/07/2024 | 1,64% | 0,61 CHF | 0,62 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 181 138 CHF | 61 379 CHF | 99,23% | 99,23% |
09/07/2024 | 1,56% | 0,55 CHF | 0,56 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 191 658 CHF | 64 886 CHF | 90,35% | 90,35% |
08/07/2024 | 2,13% | 0,51 CHF | 0,52 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 140 011 CHF | 47 671 CHF | 99,21% | 99,21% |
05/07/2024 | 3,13% | 0,38 CHF | 0,39 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 94 500 CHF | 32 500 CHF | 97,21% | 97,21% |
04/07/2024 | 3,19% | 0,31 CHF | 0,32 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 92 587 CHF | 31 862 CHF | 99,05% | 99,05% |
03/07/2024 | 3,32% | 0,30 CHF | 0,31 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 88 993 CHF | 30 664 CHF | 98,98% | 98,98% |