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 | 1,64% | 0,63 CHF | 0,64 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 362 254 CHF | 122 751 CHF | 99,27% | 99,27% |
15/07/2024 | 1,41% | 0,68 CHF | 0,69 CHF | 600 000 | 200 000 | 524 911 | 174 970 | 369 678 CHF | 124 976 CHF | 99,27% | 99,27% |
12/07/2024 | 1,34% | 0,75 CHF | 0,76 CHF | 450 000 | 150 000 | 460 848 | 153 616 | 342 134 CHF | 115 581 CHF | 99,27% | 99,27% |
11/07/2024 | 1,30% | 0,75 CHF | 0,76 CHF | 450 000 | 150 000 | 450 930 | 150 310 | 345 793 CHF | 116 768 CHF | 99,27% | 99,27% |
10/07/2024 | 1,35% | 0,74 CHF | 0,75 CHF | 450 000 | 150 000 | 565 591 | 188 530 | 417 214 CHF | 140 957 CHF | 99,27% | 99,27% |
09/07/2024 | 1,29% | 0,72 CHF | 0,73 CHF | 600 000 | 200 000 | 463 617 | 154 539 | 356 679 CHF | 120 438 CHF | 99,27% | 99,27% |
08/07/2024 | 1,25% | 0,80 CHF | 0,81 CHF | 450 000 | 150 000 | 456 465 | 152 155 | 363 952 CHF | 122 839 CHF | 99,24% | 99,24% |
05/07/2024 | 1,39% | 0,74 CHF | 0,75 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 428 342 CHF | 144 781 CHF | 99,27% | 99,27% |
04/07/2024 | 1,48% | 0,65 CHF | 0,66 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 403 473 CHF | 136 491 CHF | 99,27% | 99,27% |
03/07/2024 | 1,50% | 0,66 CHF | 0,67 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 396 110 CHF | 134 037 CHF | 99,27% | 99,27% |