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 | 1,59% | 0,59 CHF | 0,60 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 373 856 CHF | 126 619 CHF | 98,43% | 98,43% |
15/07/2024 | 1,46% | 0,68 CHF | 0,69 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 409 464 CHF | 138 488 CHF | 98,56% | 98,56% |
12/07/2024 | 1,49% | 0,72 CHF | 0,73 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 399 471 CHF | 135 157 CHF | 94,58% | 94,58% |
11/07/2024 | 1,42% | 0,67 CHF | 0,68 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 523 077 CHF | 176 859 CHF | 93,77% | 93,77% |
10/07/2024 | 1,58% | 0,68 CHF | 0,69 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 472 643 CHF | 160 048 CHF | 95,01% | 95,01% |
09/07/2024 | 1,57% | 0,61 CHF | 0,62 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 474 101 CHF | 160 534 CHF | 97,13% | 97,13% |
08/07/2024 | 1,75% | 0,58 CHF | 0,59 CHF | 750 000 | 250 000 | 750 000 | 249 828 | 425 160 CHF | 144 117 CHF | 95,03% | 95,03% |
05/07/2024 | 2,16% | 0,53 CHF | 0,54 CHF | 750 000 | 250 000 | 750 000 | 249 858 | 343 732 CHF | 117 000 CHF | 85,97% | 85,97% |
04/07/2024 | 2,20% | 0,44 CHF | 0,45 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 337 101 CHF | 114 867 CHF | 99,37% | 99,37% |
03/07/2024 | 2,21% | 0,45 CHF | 0,46 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 336 372 CHF | 114 624 CHF | 88,91% | 88,91% |