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 | 4,53% | 0,22 CHF | 0,23 CHF | 750 000 | 250 000 | 747 544 | 249 181 | 161 390 CHF | 56 289 CHF | 99,17% | 99,17% |
15/07/2024 | 3,88% | 0,24 CHF | 0,25 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 151 773 CHF | 52 591 CHF | 99,17% | 99,17% |
12/07/2024 | 3,96% | 0,24 CHF | 0,25 CHF | 600 000 | 200 000 | 603 045 | 201 015 | 149 690 CHF | 51 907 CHF | 99,17% | 99,17% |
11/07/2024 | 3,86% | 0,27 CHF | 0,28 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 153 163 CHF | 53 054 CHF | 99,16% | 99,16% |
10/07/2024 | 4,06% | 0,23 CHF | 0,24 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 145 067 CHF | 50 356 CHF | 99,17% | 99,17% |
09/07/2024 | 3,77% | 0,25 CHF | 0,26 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 156 263 CHF | 54 088 CHF | 99,17% | 99,17% |
08/07/2024 | 3,57% | 0,25 CHF | 0,26 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 165 394 CHF | 57 131 CHF | 99,16% | 99,16% |
05/07/2024 | 3,46% | 0,28 CHF | 0,29 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 170 576 CHF | 58 859 CHF | 99,15% | 99,15% |
04/07/2024 | 3,84% | 0,26 CHF | 0,27 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 153 126 CHF | 53 042 CHF | 99,17% | 99,17% |
03/07/2024 | 4,43% | 0,22 CHF | 0,23 CHF | 750 000 | 250 000 | 692 588 | 230 863 | 152 709 CHF | 53 212 CHF | 99,15% | 99,15% |