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 | 1,34% | 0,76 CHF | 0,77 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 332 975 CHF | 112 492 CHF | 89,52% | 89,52% |
15/07/2024 | 1,20% | 0,81 CHF | 0,82 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 371 491 CHF | 125 330 CHF | 93,59% | 93,59% |
12/07/2024 | 1,30% | 0,79 CHF | 0,80 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 342 856 CHF | 115 785 CHF | 94,36% | 94,36% |
11/07/2024 | 1,46% | 0,72 CHF | 0,73 CHF | 450 000 | 150 000 | 567 540 | 189 180 | 384 751 CHF | 130 142 CHF | 90,60% | 90,60% |
10/07/2024 | 1,58% | 0,66 CHF | 0,67 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 377 040 CHF | 127 680 CHF | 87,04% | 87,04% |
09/07/2024 | 1,63% | 0,59 CHF | 0,60 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 364 941 CHF | 123 647 CHF | 84,52% | 84,52% |
08/07/2024 | 1,53% | 0,62 CHF | 0,63 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 389 428 CHF | 131 809 CHF | 85,95% | 85,95% |
05/07/2024 | 1,50% | 0,64 CHF | 0,65 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 396 235 CHF | 134 078 CHF | 91,13% | 91,13% |
04/07/2024 | 1,62% | 0,63 CHF | 0,64 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 367 057 CHF | 124 352 CHF | 79,99% | 79,99% |
03/07/2024 | 1,60% | 0,62 CHF | 0,63 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 371 701 CHF | 125 900 CHF | 91,74% | 91,74% |