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 | 4,95% | 0,19 CHF | 0,20 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 88 667 CHF | 31 056 CHF | 99,17% | 99,17% |
15/07/2024 | 4,50% | 0,21 CHF | 0,22 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 97 839 CHF | 34 113 CHF | 99,17% | 99,17% |
12/07/2024 | 4,12% | 0,24 CHF | 0,25 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 107 049 CHF | 37 183 CHF | 99,17% | 99,17% |
11/07/2024 | 4,40% | 0,23 CHF | 0,24 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 100 174 CHF | 34 891 CHF | 99,17% | 99,17% |
10/07/2024 | 4,19% | 0,24 CHF | 0,25 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 105 201 CHF | 36 567 CHF | 99,17% | 99,17% |
09/07/2024 | 4,35% | 0,23 CHF | 0,24 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 101 344 CHF | 35 281 CHF | 99,17% | 99,17% |
08/07/2024 | 4,74% | 0,23 CHF | 0,24 CHF | 450 000 | 150 000 | 450 203 | 150 068 | 93 271 CHF | 32 591 CHF | 99,16% | 99,16% |
05/07/2024 | 5,45% | 0,19 CHF | 0,20 CHF | 450 000 | 150 000 | 474 990 | 158 330 | 84 659 CHF | 29 803 CHF | 98,83% | 98,83% |
04/07/2024 | 6,72% | 0,18 CHF | 0,19 CHF | 450 000 | 150 000 | 557 645 | 185 882 | 80 959 CHF | 28 845 CHF | 99,00% | 99,00% |
03/07/2024 | 13,72% | 0,06 CHF | 0,07 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 51 093 CHF | 19 531 CHF | 99,17% | 99,17% |