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 | 2,17% | 0,48 CHF | 0,49 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 204 887 CHF | 69 796 CHF | 99,38% | 99,38% |
15/07/2024 | 2,28% | 0,44 CHF | 0,45 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 195 234 CHF | 66 578 CHF | 99,38% | 99,38% |
12/07/2024 | 2,49% | 0,40 CHF | 0,41 CHF | 450 000 | 150 000 | 432 470 | 150 000 | 172 621 CHF | 61 060 CHF | 92,42% | 92,66% |
11/07/2024 | 4,77% | 0,24 CHF | 0,25 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 41 222 CHF | 43 222 CHF | 99,37% | 99,37% |
10/07/2024 | 5,16% | 0,20 CHF | 0,21 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 37 809 CHF | 39 809 CHF | 99,37% | 99,37% |
09/07/2024 | 4,59% | 0,19 CHF | 0,20 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 42 596 CHF | 44 596 CHF | 99,38% | 99,38% |
08/07/2024 | 4,58% | 0,22 CHF | 0,23 CHF | 200 000 | 200 000 | 497 609 | 200 000 | 105 867 CHF | 44 738 CHF | 99,16% | 99,38% |
05/07/2024 | 4,15% | 0,21 CHF | 0,22 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 141 667 CHF | 49 222 CHF | 99,38% | 99,38% |
04/07/2024 | 4,44% | 0,23 CHF | 0,24 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 132 219 CHF | 46 073 CHF | 98,59% | 98,59% |
03/07/2024 | 4,54% | 0,22 CHF | 0,23 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 129 353 CHF | 45 118 CHF | 99,38% | 99,38% |