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 | 1,55% | 0,67 CHF | 0,68 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 288 634 CHF | 97 711 CHF | 99,38% | 99,38% |
15/07/2024 | 1,60% | 0,62 CHF | 0,63 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 279 149 CHF | 94 550 CHF | 99,38% | 99,38% |
12/07/2024 | 1,70% | 0,58 CHF | 0,59 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 262 096 CHF | 88 865 CHF | 92,67% | 92,67% |
11/07/2024 | 2,62% | 0,42 CHF | 0,43 CHF | 450 000 | 150 000 | 529 433 | 176 478 | 198 514 CHF | 67 936 CHF | 99,37% | 99,37% |
10/07/2024 | 2,74% | 0,37 CHF | 0,38 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 216 292 CHF | 74 097 CHF | 99,37% | 99,37% |
09/07/2024 | 2,58% | 0,37 CHF | 0,38 CHF | 600 000 | 200 000 | 506 982 | 168 994 | 193 555 CHF | 66 208 CHF | 99,37% | 99,37% |
08/07/2024 | 2,61% | 0,39 CHF | 0,40 CHF | 450 000 | 150 000 | 553 668 | 184 556 | 209 116 CHF | 71 551 CHF | 99,38% | 99,38% |
05/07/2024 | 2,44% | 0,38 CHF | 0,39 CHF | 600 000 | 200 000 | 475 224 | 158 408 | 192 263 CHF | 65 672 CHF | 99,38% | 99,38% |
04/07/2024 | 2,54% | 0,40 CHF | 0,41 CHF | 450 000 | 150 000 | 599 500 | 199 833 | 233 463 CHF | 79 819 CHF | 98,59% | 98,59% |
03/07/2024 | 2,60% | 0,39 CHF | 0,40 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 227 741 CHF | 77 914 CHF | 99,38% | 99,38% |