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 | 4,75% | 0,23 CHF | 0,24 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 123 885 CHF | 43 295 CHF | 99,17% | 99,17% |
15/07/2024 | 3,99% | 0,24 CHF | 0,25 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 147 398 CHF | 51 133 CHF | 99,17% | 99,17% |
12/07/2024 | 4,14% | 0,26 CHF | 0,27 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 141 957 CHF | 49 319 CHF | 99,17% | 99,17% |
11/07/2024 | 4,55% | 0,24 CHF | 0,25 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 128 893 CHF | 44 964 CHF | 99,16% | 99,16% |
10/07/2024 | 4,47% | 0,23 CHF | 0,24 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 131 591 CHF | 45 864 CHF | 99,17% | 99,17% |
09/07/2024 | 4,30% | 0,20 CHF | 0,21 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 136 605 CHF | 47 535 CHF | 99,17% | 99,17% |
08/07/2024 | 4,08% | 0,24 CHF | 0,25 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 144 145 CHF | 50 048 CHF | 99,16% | 99,16% |
05/07/2024 | 3,92% | 0,25 CHF | 0,26 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 150 550 CHF | 52 183 CHF | 99,15% | 99,15% |
04/07/2024 | 4,47% | 0,22 CHF | 0,23 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 131 245 CHF | 45 748 CHF | 99,16% | 99,16% |
03/07/2024 | 5,15% | 0,19 CHF | 0,20 CHF | 600 000 | 200 000 | 672 888 | 224 296 | 127 394 CHF | 44 708 CHF | 99,16% | 99,16% |