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 | 1,49% | 0,66 CHF | 0,67 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 400 115 CHF | 135 372 CHF | 99,33% | 99,33% |
16/07/2024 | 1,50% | 0,69 CHF | 0,70 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 397 858 CHF | 134 619 CHF | 97,90% | 97,90% |
15/07/2024 | 1,48% | 0,69 CHF | 0,70 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 402 651 CHF | 136 217 CHF | 97,85% | 97,85% |
12/07/2024 | 1,66% | 0,63 CHF | 0,64 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 357 627 CHF | 121 209 CHF | 99,01% | 99,01% |
11/07/2024 | 1,89% | 0,57 CHF | 0,58 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 314 801 CHF | 106 934 CHF | 97,22% | 97,22% |
10/07/2024 | 1,96% | 0,52 CHF | 0,53 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 303 780 CHF | 103 260 CHF | 89,29% | 89,29% |
09/07/2024 | 1,91% | 0,52 CHF | 0,53 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 311 933 CHF | 105 978 CHF | 99,35% | 99,35% |
08/07/2024 | 1,92% | 0,52 CHF | 0,53 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 308 789 CHF | 104 930 CHF | 97,55% | 97,55% |
05/07/2024 | 1,90% | 0,52 CHF | 0,53 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 313 304 CHF | 106 435 CHF | 96,94% | 96,94% |
04/07/2024 | 1,87% | 0,53 CHF | 0,54 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 317 412 CHF | 107 804 CHF | 99,37% | 99,37% |