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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 7,12% | 0,14 CHF | 0,15 CHF | 600 000 | 200 000 | 687 733 | 229 244 | 92 917 CHF | 33 265 CHF | 99,56% | 99,56% |
16/07/2024 | 7,17% | 0,13 CHF | 0,14 CHF | 750 000 | 250 000 | 671 737 | 223 912 | 90 211 CHF | 32 310 CHF | 99,57% | 99,57% |
15/07/2024 | 6,33% | 0,15 CHF | 0,16 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 91 871 CHF | 32 624 CHF | 99,61% | 99,61% |
12/07/2024 | 6,00% | 0,15 CHF | 0,16 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 97 152 CHF | 34 384 CHF | 99,60% | 99,60% |
11/07/2024 | 6,19% | 0,15 CHF | 0,16 CHF | 600 000 | 200 000 | 629 015 | 209 672 | 98 378 CHF | 34 889 CHF | 98,55% | 98,55% |
10/07/2024 | 6,11% | 0,16 CHF | 0,17 CHF | 600 000 | 200 000 | 601 215 | 200 405 | 95 377 CHF | 33 797 CHF | 99,62% | 99,62% |
09/07/2024 | 6,08% | 0,16 CHF | 0,17 CHF | 600 000 | 200 000 | 602 033 | 200 678 | 96 075 CHF | 34 032 CHF | 99,59% | 99,59% |
08/07/2024 | 5,78% | 0,17 CHF | 0,18 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 100 811 CHF | 35 604 CHF | 99,58% | 99,58% |
05/07/2024 | 4,76% | 0,19 CHF | 0,20 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 123 372 CHF | 43 124 CHF | 99,57% | 99,57% |
04/07/2024 | 4,52% | 0,23 CHF | 0,24 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 129 807 CHF | 45 269 CHF | 99,37% | 99,37% |