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 | 1,16% | 0,82 CHF | 0,83 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 515 693 CHF | 173 898 CHF | 97,74% | 97,74% |
15/07/2024 | 1,07% | 0,93 CHF | 0,94 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 559 412 CHF | 188 471 CHF | 98,58% | 98,58% |
12/07/2024 | 1,10% | 0,97 CHF | 0,98 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 543 036 CHF | 183 012 CHF | 95,91% | 95,91% |
11/07/2024 | 1,06% | 0,91 CHF | 0,92 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 564 042 CHF | 190 014 CHF | 94,14% | 94,14% |
10/07/2024 | 1,15% | 0,92 CHF | 0,93 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 518 516 CHF | 174 839 CHF | 94,86% | 94,86% |
09/07/2024 | 1,15% | 0,84 CHF | 0,85 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 519 341 CHF | 175 114 CHF | 97,19% | 97,19% |
08/07/2024 | 1,26% | 0,80 CHF | 0,81 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 474 044 CHF | 160 015 CHF | 94,78% | 94,78% |
05/07/2024 | 1,49% | 0,75 CHF | 0,76 CHF | 600 000 | 200 000 | 610 524 | 203 508 | 405 860 CHF | 137 322 CHF | 86,24% | 86,24% |
04/07/2024 | 1,52% | 0,64 CHF | 0,65 CHF | 750 000 | 250 000 | 736 098 | 245 366 | 479 386 CHF | 162 249 CHF | 99,37% | 99,37% |
03/07/2024 | 1,52% | 0,65 CHF | 0,66 CHF | 750 000 | 250 000 | 694 569 | 231 523 | 452 085 CHF | 153 010 CHF | 89,28% | 89,28% |