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 | 2,89% | 0,34 CHF | 0,35 CHF | 600 000 | 200 000 | 614 700 | 204 900 | 209 283 CHF | 71 810 CHF | 98,92% | 98,92% |
16/07/2024 | 2,89% | 0,36 CHF | 0,37 CHF | 600 000 | 200 000 | 726 399 | 242 133 | 247 332 CHF | 84 866 CHF | 97,92% | 97,92% |
15/07/2024 | 2,87% | 0,36 CHF | 0,37 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 205 943 CHF | 70 648 CHF | 97,85% | 97,85% |
12/07/2024 | 3,53% | 0,31 CHF | 0,32 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 208 869 CHF | 72 123 CHF | 99,01% | 99,01% |
11/07/2024 | 4,40% | 0,26 CHF | 0,27 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 167 574 CHF | 58 358 CHF | 97,28% | 97,28% |
10/07/2024 | 4,66% | 0,22 CHF | 0,23 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 157 358 CHF | 54 953 CHF | 89,31% | 89,31% |
09/07/2024 | 4,44% | 0,22 CHF | 0,23 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 165 048 CHF | 57 516 CHF | 99,35% | 99,35% |
08/07/2024 | 4,56% | 0,22 CHF | 0,23 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 160 969 CHF | 56 156 CHF | 97,54% | 97,54% |
05/07/2024 | 4,40% | 0,22 CHF | 0,23 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 166 736 CHF | 58 079 CHF | 96,88% | 96,88% |
04/07/2024 | 4,27% | 0,23 CHF | 0,24 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 172 052 CHF | 59 851 CHF | 99,37% | 99,37% |