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 | 1,31% | 0,75 CHF | 0,76 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 341 379 CHF | 115 293 CHF | 97,71% | 97,71% |
15/07/2024 | 1,33% | 0,77 CHF | 0,78 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 335 766 CHF | 113 422 CHF | 91,85% | 91,85% |
12/07/2024 | 1,51% | 0,71 CHF | 0,72 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 296 034 CHF | 100 178 CHF | 99,61% | 99,61% |
11/07/2024 | 1,39% | 0,64 CHF | 0,65 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 320 906 CHF | 108 469 CHF | 97,92% | 97,92% |
10/07/2024 | 1,48% | 0,69 CHF | 0,70 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 301 533 CHF | 102 011 CHF | 98,89% | 98,89% |
09/07/2024 | 1,54% | 0,64 CHF | 0,65 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 289 896 CHF | 98 132 CHF | 99,11% | 99,11% |
08/07/2024 | 1,58% | 0,62 CHF | 0,63 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 282 064 CHF | 95 521 CHF | 99,46% | 99,46% |
05/07/2024 | 1,78% | 0,59 CHF | 0,60 CHF | 450 000 | 150 000 | 451 660 | 150 553 | 252 196 CHF | 85 571 CHF | 93,64% | 93,64% |
04/07/2024 | 1,80% | 0,54 CHF | 0,55 CHF | 600 000 | 200 000 | 571 085 | 190 362 | 313 731 CHF | 106 481 CHF | 98,07% | 98,07% |
03/07/2024 | 1,88% | 0,54 CHF | 0,55 CHF | 600 000 | 200 000 | 598 477 | 199 492 | 315 657 CHF | 107 214 CHF | 95,98% | 95,98% |