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 | 1,40% | 0,75 CHF | 0,76 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 213 019 CHF | 72 006 CHF | 99,17% | 99,17% |
15/07/2024 | 1,35% | 0,72 CHF | 0,73 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 220 351 CHF | 74 450 CHF | 99,17% | 99,17% |
12/07/2024 | 1,31% | 0,80 CHF | 0,81 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 226 983 CHF | 76 661 CHF | 99,16% | 99,16% |
11/07/2024 | 1,43% | 0,77 CHF | 0,78 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 209 088 CHF | 70 696 CHF | 99,16% | 99,16% |
10/07/2024 | 1,50% | 0,66 CHF | 0,67 CHF | 300 000 | 100 000 | 225 778 | 103 387 | 149 881 CHF | 69 591 CHF | 99,05% | 99,17% |
09/07/2024 | 1,55% | 0,59 CHF | 0,60 CHF | 450 000 | 150 000 | 418 348 | 137 580 | 266 956 CHF | 89 272 CHF | 99,16% | 99,16% |
08/07/2024 | 1,26% | 0,76 CHF | 0,77 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 237 343 CHF | 40 057 CHF | 99,13% | 99,13% |
05/07/2024 | 1,08% | 0,87 CHF | 0,88 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 277 576 CHF | 46 763 CHF | 99,15% | 99,15% |
04/07/2024 | 1,10% | 0,90 CHF | 0,91 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 272 336 CHF | 45 889 CHF | 99,17% | 99,17% |
03/07/2024 | 1,12% | 0,90 CHF | 0,91 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 265 448 CHF | 44 741 CHF | 99,15% | 99,15% |