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 | 1,61% | 0,64 CHF | 0,65 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 277 934 CHF | 94 145 CHF | 89,53% | 89,53% |
15/07/2024 | 1,40% | 0,70 CHF | 0,71 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 318 912 CHF | 107 804 CHF | 93,53% | 93,53% |
12/07/2024 | 1,56% | 0,67 CHF | 0,68 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 286 395 CHF | 96 965 CHF | 94,35% | 94,35% |
11/07/2024 | 1,81% | 0,59 CHF | 0,60 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 246 725 CHF | 83 742 CHF | 90,60% | 90,60% |
10/07/2024 | 2,00% | 0,53 CHF | 0,54 CHF | 450 000 | 150 000 | 453 069 | 151 023 | 223 948 CHF | 76 160 CHF | 87,13% | 87,13% |
09/07/2024 | 2,09% | 0,45 CHF | 0,46 CHF | 600 000 | 200 000 | 477 748 | 159 249 | 225 731 CHF | 76 836 CHF | 84,57% | 84,57% |
08/07/2024 | 1,91% | 0,49 CHF | 0,50 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 232 963 CHF | 79 154 CHF | 85,73% | 85,73% |
05/07/2024 | 1,87% | 0,51 CHF | 0,52 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 238 685 CHF | 81 062 CHF | 91,19% | 91,19% |
04/07/2024 | 2,06% | 0,49 CHF | 0,50 CHF | 450 000 | 150 000 | 517 117 | 172 372 | 247 762 CHF | 84 311 CHF | 80,00% | 80,00% |
03/07/2024 | 2,03% | 0,49 CHF | 0,50 CHF | 450 000 | 150 000 | 544 161 | 181 387 | 264 310 CHF | 89 917 CHF | 91,65% | 91,65% |