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 | 3,68% | 0,29 CHF | 0,30 CHF | 900 000 | 300 000 | 979 563 | 379 563 | 261 043 CHF | 104 673 CHF | 98,60% | 98,60% |
15/07/2024 | 3,78% | 0,26 CHF | 0,27 CHF | 1 000 000 | 400 000 | 999 962 | 399 962 | 259 684 CHF | 107 867 CHF | 98,85% | 98,85% |
12/07/2024 | 3,75% | 0,26 CHF | 0,27 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 261 465 CHF | 108 586 CHF | 98,65% | 98,65% |
11/07/2024 | 3,18% | 0,29 CHF | 0,30 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 279 052 CHF | 96 017 CHF | 97,86% | 97,86% |
10/07/2024 | 3,08% | 0,30 CHF | 0,31 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 288 070 CHF | 99 023 CHF | 99,07% | 99,07% |
09/07/2024 | 3,04% | 0,35 CHF | 0,36 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 292 022 CHF | 100 341 CHF | 99,00% | 99,00% |
08/07/2024 | 3,07% | 0,32 CHF | 0,33 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 288 584 CHF | 99 195 CHF | 98,92% | 98,92% |
05/07/2024 | 3,01% | 0,33 CHF | 0,34 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 294 382 CHF | 101 127 CHF | 99,17% | 99,17% |
04/07/2024 | 3,06% | 0,31 CHF | 0,32 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 290 080 CHF | 99 693 CHF | 99,37% | 99,37% |
03/07/2024 | 2,84% | 0,33 CHF | 0,34 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 312 619 CHF | 107 206 CHF | 98,93% | 98,93% |