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 | 2,07% | 0,48 CHF | 0,49 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 143 296 CHF | 48 765 CHF | 99,54% | 99,54% |
15/07/2024 | 2,10% | 0,47 CHF | 0,48 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 141 303 CHF | 48 101 CHF | 99,54% | 99,54% |
12/07/2024 | 1,90% | 0,49 CHF | 0,50 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 156 166 CHF | 53 056 CHF | 99,38% | 99,38% |
11/07/2024 | 2,17% | 0,48 CHF | 0,49 CHF | 300 000 | 100 000 | 369 192 | 123 064 | 167 616 CHF | 57 103 CHF | 98,91% | 98,91% |
10/07/2024 | 2,36% | 0,45 CHF | 0,46 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 188 923 CHF | 64 474 CHF | 99,58% | 99,58% |
09/07/2024 | 2,49% | 0,40 CHF | 0,41 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 178 579 CHF | 61 026 CHF | 99,55% | 99,55% |
08/07/2024 | 2,26% | 0,43 CHF | 0,44 CHF | 450 000 | 150 000 | 446 077 | 148 692 | 194 840 CHF | 66 434 CHF | 99,57% | 99,57% |
05/07/2024 | 2,42% | 0,43 CHF | 0,44 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 183 882 CHF | 62 794 CHF | 99,51% | 99,51% |
04/07/2024 | 2,42% | 0,40 CHF | 0,41 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 183 640 CHF | 62 713 CHF | 99,57% | 99,57% |
03/07/2024 | 2,02% | 0,41 CHF | 0,42 CHF | 450 000 | 150 000 | 326 891 | 108 964 | 159 281 CHF | 54 183 CHF | 99,53% | 99,53% |