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 | 3,73% | 0,26 CHF | 0,27 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 158 143 CHF | 54 714 CHF | 99,35% | 99,35% |
15/07/2024 | 3,27% | 0,30 CHF | 0,31 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 180 680 CHF | 62 227 CHF | 99,39% | 99,39% |
12/07/2024 | 3,08% | 0,32 CHF | 0,33 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 192 120 CHF | 66 040 CHF | 99,24% | 99,24% |
11/07/2024 | 3,48% | 0,28 CHF | 0,29 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 169 601 CHF | 58 534 CHF | 99,34% | 99,34% |
10/07/2024 | 3,25% | 0,30 CHF | 0,31 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 181 551 CHF | 62 517 CHF | 99,36% | 99,36% |
09/07/2024 | 3,11% | 0,31 CHF | 0,32 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 189 878 CHF | 65 293 CHF | 99,34% | 99,34% |
08/07/2024 | 2,44% | 0,39 CHF | 0,40 CHF | 450 000 | 150 000 | 450 992 | 150 331 | 182 630 CHF | 62 380 CHF | 99,36% | 99,36% |
05/07/2024 | 2,29% | 0,41 CHF | 0,42 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 194 762 CHF | 66 421 CHF | 99,29% | 99,29% |
04/07/2024 | 2,30% | 0,45 CHF | 0,46 CHF | 450 000 | 150 000 | 466 341 | 155 447 | 199 859 CHF | 68 174 CHF | 99,37% | 99,37% |
03/07/2024 | 2,48% | 0,40 CHF | 0,41 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 238 816 CHF | 81 605 CHF | 99,34% | 99,34% |