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 | 4,76% | 0,20 CHF | 0,21 CHF | 450 000 | 150 000 | 433 845 | 144 615 | 88 868 CHF | 31 069 CHF | 99,17% | 99,17% |
15/07/2024 | 4,09% | 0,23 CHF | 0,24 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 71 960 CHF | 24 987 CHF | 99,17% | 99,17% |
12/07/2024 | 3,84% | 0,26 CHF | 0,27 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 76 834 CHF | 26 611 CHF | 99,17% | 99,17% |
11/07/2024 | 4,04% | 0,26 CHF | 0,27 CHF | 300 000 | 100 000 | 313 435 | 104 478 | 75 850 CHF | 26 328 CHF | 99,17% | 99,17% |
10/07/2024 | 4,00% | 0,26 CHF | 0,27 CHF | 300 000 | 100 000 | 300 159 | 100 053 | 73 759 CHF | 25 587 CHF | 99,16% | 99,16% |
09/07/2024 | 4,15% | 0,24 CHF | 0,25 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 70 880 CHF | 24 627 CHF | 99,17% | 99,17% |
08/07/2024 | 4,58% | 0,24 CHF | 0,25 CHF | 300 000 | 100 000 | 387 972 | 129 324 | 82 283 CHF | 28 721 CHF | 99,15% | 99,15% |
05/07/2024 | 5,51% | 0,20 CHF | 0,21 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 79 857 CHF | 28 119 CHF | 98,83% | 98,83% |
04/07/2024 | 7,55% | 0,17 CHF | 0,18 CHF | 450 000 | 150 000 | 476 561 | 158 854 | 64 496 CHF | 23 087 CHF | 99,00% | 99,00% |
03/07/2024 | 25,57% | 0,03 CHF | 0,04 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 26 043 CHF | 11 181 CHF | 99,17% | 99,17% |