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 | 4,71% | 0,23 CHF | 0,24 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 187 251 CHF | 65 417 CHF | 98,76% | 98,76% |
15/07/2024 | 4,86% | 0,21 CHF | 0,22 CHF | 900 000 | 300 000 | 906 635 | 306 635 | 182 185 CHF | 64 591 CHF | 99,10% | 99,10% |
12/07/2024 | 4,85% | 0,20 CHF | 0,21 CHF | 900 000 | 300 000 | 900 050 | 300 050 | 181 228 CHF | 63 416 CHF | 99,05% | 99,05% |
11/07/2024 | 3,85% | 0,24 CHF | 0,25 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 229 501 CHF | 79 500 CHF | 97,74% | 97,74% |
10/07/2024 | 3,67% | 0,24 CHF | 0,25 CHF | 900 000 | 300 000 | 872 580 | 290 860 | 233 449 CHF | 80 725 CHF | 99,13% | 99,13% |
09/07/2024 | 3,59% | 0,30 CHF | 0,31 CHF | 750 000 | 250 000 | 868 234 | 289 411 | 237 429 CHF | 82 037 CHF | 99,03% | 99,03% |
08/07/2024 | 3,74% | 0,26 CHF | 0,27 CHF | 900 000 | 300 000 | 889 521 | 296 507 | 233 623 CHF | 80 839 CHF | 98,53% | 98,53% |
05/07/2024 | 3,64% | 0,27 CHF | 0,28 CHF | 900 000 | 300 000 | 787 154 | 262 385 | 212 489 CHF | 73 453 CHF | 98,85% | 98,85% |
04/07/2024 | 3,62% | 0,26 CHF | 0,27 CHF | 900 000 | 300 000 | 870 515 | 290 172 | 236 087 CHF | 81 598 CHF | 99,37% | 99,37% |
03/07/2024 | 3,32% | 0,28 CHF | 0,29 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 222 469 CHF | 76 656 CHF | 98,92% | 98,92% |