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 | 4,21% | 0,27 CHF | 0,28 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 174 718 CHF | 36 444 CHF | 99,17% | 99,17% |
15/07/2024 | 4,02% | 0,23 CHF | 0,24 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 183 101 CHF | 38 120 CHF | 99,17% | 99,17% |
12/07/2024 | 4,07% | 0,27 CHF | 0,28 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 181 179 CHF | 37 736 CHF | 99,17% | 99,17% |
11/07/2024 | 4,50% | 0,24 CHF | 0,25 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 163 446 CHF | 34 189 CHF | 99,17% | 99,17% |
10/07/2024 | 4,74% | 0,20 CHF | 0,21 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 154 745 CHF | 32 449 CHF | 99,17% | 99,17% |
09/07/2024 | 5,13% | 0,19 CHF | 0,20 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 142 733 CHF | 30 047 CHF | 99,17% | 99,17% |
08/07/2024 | 5,60% | 0,18 CHF | 0,19 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 130 497 CHF | 27 599 CHF | 99,16% | 99,16% |
05/07/2024 | 5,38% | 0,16 CHF | 0,17 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 136 549 CHF | 28 810 CHF | 99,16% | 99,16% |
04/07/2024 | 5,73% | 0,18 CHF | 0,19 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 127 242 CHF | 26 949 CHF | 99,17% | 99,17% |
03/07/2024 | 6,20% | 0,15 CHF | 0,16 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 117 427 CHF | 24 985 CHF | 99,17% | 99,17% |