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 | 3,07% | 0,32 CHF | 0,33 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 144 282 CHF | 49 594 CHF | 99,17% | 99,17% |
15/07/2024 | 2,83% | 0,33 CHF | 0,34 CHF | 450 000 | 150 000 | 333 365 | 111 122 | 115 866 CHF | 39 733 CHF | 99,17% | 99,17% |
12/07/2024 | 2,65% | 0,38 CHF | 0,39 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 111 797 CHF | 38 266 CHF | 99,17% | 99,17% |
11/07/2024 | 2,78% | 0,37 CHF | 0,38 CHF | 300 000 | 100 000 | 322 817 | 107 606 | 114 313 CHF | 39 180 CHF | 99,17% | 99,17% |
10/07/2024 | 2,66% | 0,38 CHF | 0,39 CHF | 300 000 | 100 000 | 318 720 | 106 240 | 117 793 CHF | 40 327 CHF | 99,16% | 99,16% |
09/07/2024 | 2,76% | 0,37 CHF | 0,38 CHF | 300 000 | 100 000 | 320 105 | 106 702 | 114 128 CHF | 39 110 CHF | 99,17% | 99,17% |
08/07/2024 | 3,00% | 0,36 CHF | 0,37 CHF | 300 000 | 100 000 | 414 248 | 138 083 | 135 755 CHF | 46 632 CHF | 99,15% | 99,15% |
05/07/2024 | 3,37% | 0,31 CHF | 0,32 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 131 636 CHF | 45 379 CHF | 98,84% | 98,84% |
04/07/2024 | 4,02% | 0,29 CHF | 0,30 CHF | 450 000 | 150 000 | 450 006 | 150 002 | 112 967 CHF | 39 156 CHF | 99,00% | 99,00% |
03/07/2024 | 7,65% | 0,12 CHF | 0,13 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 75 548 CHF | 27 183 CHF | 99,17% | 99,17% |