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 | 2,04% | 0,47 CHF | 0,48 CHF | 600 000 | 200 000 | 596 364 | 198 788 | 288 884 CHF | 98 283 CHF | 98,98% | 98,98% |
15/07/2024 | 2,20% | 0,52 CHF | 0,53 CHF | 450 000 | 150 000 | 586 898 | 195 633 | 263 849 CHF | 89 906 CHF | 98,74% | 98,74% |
12/07/2024 | 2,10% | 0,47 CHF | 0,48 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 283 417 CHF | 96 472 CHF | 99,00% | 99,00% |
11/07/2024 | 1,75% | 0,50 CHF | 0,51 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 255 943 CHF | 86 814 CHF | 98,35% | 98,35% |
10/07/2024 | 1,59% | 0,58 CHF | 0,59 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 281 502 CHF | 95 334 CHF | 98,99% | 98,99% |
09/07/2024 | 1,55% | 0,67 CHF | 0,68 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 288 904 CHF | 97 801 CHF | 98,92% | 98,92% |
08/07/2024 | 1,55% | 0,64 CHF | 0,65 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 288 909 CHF | 97 803 CHF | 98,99% | 98,99% |
05/07/2024 | 1,60% | 0,67 CHF | 0,68 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 278 589 CHF | 94 363 CHF | 98,72% | 98,72% |
04/07/2024 | 1,63% | 0,61 CHF | 0,62 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 273 496 CHF | 92 665 CHF | 99,38% | 99,38% |
03/07/2024 | 1,64% | 0,61 CHF | 0,62 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 271 907 CHF | 92 136 CHF | 99,34% | 99,34% |