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 | 6,63% | 0,15 CHF | 0,16 CHF | 750 000 | 250 000 | 742 138 | 247 379 | 108 274 CHF | 38 565 CHF | 99,17% | 99,17% |
15/07/2024 | 5,29% | 0,17 CHF | 0,18 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 110 652 CHF | 38 884 CHF | 99,17% | 99,17% |
12/07/2024 | 5,23% | 0,17 CHF | 0,18 CHF | 600 000 | 200 000 | 600 621 | 200 207 | 112 836 CHF | 39 614 CHF | 99,17% | 99,17% |
11/07/2024 | 5,00% | 0,22 CHF | 0,23 CHF | 600 000 | 200 000 | 597 953 | 199 318 | 117 282 CHF | 41 087 CHF | 99,17% | 99,17% |
10/07/2024 | 5,43% | 0,17 CHF | 0,18 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 107 709 CHF | 37 903 CHF | 99,16% | 99,16% |
09/07/2024 | 4,84% | 0,19 CHF | 0,20 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 121 153 CHF | 42 384 CHF | 99,17% | 99,17% |
08/07/2024 | 4,47% | 0,20 CHF | 0,21 CHF | 600 000 | 200 000 | 598 648 | 199 549 | 131 329 CHF | 45 772 CHF | 99,16% | 99,16% |
05/07/2024 | 4,24% | 0,23 CHF | 0,24 CHF | 600 000 | 200 000 | 596 389 | 198 796 | 137 899 CHF | 47 955 CHF | 99,15% | 99,15% |
04/07/2024 | 4,84% | 0,21 CHF | 0,22 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 121 003 CHF | 42 334 CHF | 99,17% | 99,17% |
03/07/2024 | 5,82% | 0,17 CHF | 0,18 CHF | 600 000 | 200 000 | 605 154 | 201 718 | 101 010 CHF | 35 687 CHF | 99,15% | 99,15% |