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 | 1,59% | 0,61 CHF | 0,62 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 375 137 CHF | 127 046 CHF | 98,68% | 98,68% |
15/07/2024 | 1,68% | 0,66 CHF | 0,67 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 354 475 CHF | 120 158 CHF | 98,50% | 98,50% |
12/07/2024 | 1,62% | 0,61 CHF | 0,62 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 367 048 CHF | 124 349 CHF | 98,85% | 98,85% |
11/07/2024 | 1,41% | 0,64 CHF | 0,65 CHF | 600 000 | 200 000 | 471 460 | 157 153 | 331 888 CHF | 112 201 CHF | 98,36% | 98,36% |
10/07/2024 | 1,31% | 0,71 CHF | 0,72 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 341 139 CHF | 115 213 CHF | 99,07% | 99,07% |
09/07/2024 | 1,28% | 0,80 CHF | 0,81 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 348 636 CHF | 117 712 CHF | 98,73% | 98,73% |
08/07/2024 | 1,28% | 0,77 CHF | 0,78 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 348 059 CHF | 117 520 CHF | 99,08% | 99,08% |
05/07/2024 | 1,32% | 0,80 CHF | 0,81 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 337 903 CHF | 114 134 CHF | 98,54% | 98,54% |
04/07/2024 | 1,34% | 0,75 CHF | 0,76 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 333 814 CHF | 112 771 CHF | 99,37% | 99,37% |
03/07/2024 | 1,35% | 0,74 CHF | 0,75 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 332 019 CHF | 112 173 CHF | 99,15% | 99,15% |