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 | 3,41% | 0,31 CHF | 0,32 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 130 049 CHF | 44 850 CHF | 99,17% | 99,17% |
15/07/2024 | 3,17% | 0,29 CHF | 0,30 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 140 295 CHF | 48 265 CHF | 99,17% | 99,17% |
12/07/2024 | 3,06% | 0,35 CHF | 0,36 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 145 214 CHF | 49 905 CHF | 99,16% | 99,16% |
11/07/2024 | 3,42% | 0,33 CHF | 0,34 CHF | 450 000 | 150 000 | 477 460 | 159 153 | 137 212 CHF | 47 329 CHF | 99,17% | 99,17% |
10/07/2024 | 3,60% | 0,26 CHF | 0,27 CHF | 600 000 | 200 000 | 599 367 | 199 789 | 163 720 CHF | 56 571 CHF | 99,16% | 99,16% |
09/07/2024 | 3,91% | 0,22 CHF | 0,23 CHF | 600 000 | 200 000 | 600 000 | 197 193 | 150 872 CHF | 51 605 CHF | 99,16% | 99,16% |
08/07/2024 | 2,64% | 0,35 CHF | 0,36 CHF | 450 000 | 50 000 | 450 000 | 50 000 | 168 893 CHF | 19 266 CHF | 99,15% | 99,15% |
05/07/2024 | 2,09% | 0,44 CHF | 0,45 CHF | 450 000 | 50 000 | 450 000 | 50 000 | 213 239 CHF | 24 193 CHF | 99,15% | 99,15% |
04/07/2024 | 2,16% | 0,46 CHF | 0,47 CHF | 450 000 | 50 000 | 450 000 | 50 000 | 206 655 CHF | 23 462 CHF | 99,17% | 99,17% |
03/07/2024 | 2,23% | 0,46 CHF | 0,47 CHF | 450 000 | 50 000 | 450 000 | 50 000 | 199 603 CHF | 22 678 CHF | 99,15% | 99,15% |