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 | 1,58% | 0,61 CHF | 0,62 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 377 611 CHF | 127 870 CHF | 98,49% | 98,49% |
15/07/2024 | 1,53% | 0,66 CHF | 0,67 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 388 886 CHF | 131 629 CHF | 98,65% | 98,65% |
12/07/2024 | 1,75% | 0,64 CHF | 0,65 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 340 357 CHF | 115 452 CHF | 97,22% | 97,22% |
11/07/2024 | 1,53% | 0,60 CHF | 0,61 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 389 201 CHF | 131 734 CHF | 97,56% | 97,56% |
10/07/2024 | 1,53% | 0,65 CHF | 0,66 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 389 586 CHF | 131 862 CHF | 97,90% | 97,90% |
09/07/2024 | 1,49% | 0,60 CHF | 0,61 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 401 188 CHF | 135 729 CHF | 98,12% | 98,12% |
08/07/2024 | 1,91% | 0,56 CHF | 0,57 CHF | 600 000 | 200 000 | 615 633 | 205 211 | 319 058 CHF | 108 405 CHF | 97,67% | 97,67% |
05/07/2024 | 2,51% | 0,45 CHF | 0,46 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 295 206 CHF | 100 902 CHF | 93,29% | 93,29% |
04/07/2024 | 2,53% | 0,39 CHF | 0,40 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 292 886 CHF | 100 129 CHF | 99,19% | 99,19% |
03/07/2024 | 2,58% | 0,38 CHF | 0,39 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 286 541 CHF | 98 014 CHF | 97,61% | 97,61% |