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 | 1,35% | 0,78 CHF | 0,79 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 220 824 CHF | 74 608 CHF | 99,38% | 99,38% |
15/07/2024 | 1,41% | 0,71 CHF | 0,72 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 212 055 CHF | 71 685 CHF | 99,38% | 99,38% |
12/07/2024 | 1,52% | 0,66 CHF | 0,67 CHF | 300 000 | 100 000 | 297 016 | 100 073 | 194 508 CHF | 66 472 CHF | 92,56% | 92,67% |
11/07/2024 | 2,63% | 0,43 CHF | 0,44 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 169 840 CHF | 58 113 CHF | 99,37% | 99,37% |
10/07/2024 | 2,74% | 0,38 CHF | 0,39 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 162 123 CHF | 55 541 CHF | 99,37% | 99,37% |
09/07/2024 | 2,56% | 0,36 CHF | 0,37 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 173 769 CHF | 59 423 CHF | 99,37% | 99,37% |
08/07/2024 | 2,57% | 0,39 CHF | 0,40 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 173 068 CHF | 59 189 CHF | 99,38% | 99,38% |
05/07/2024 | 2,36% | 0,38 CHF | 0,39 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 188 382 CHF | 64 294 CHF | 99,38% | 99,38% |
04/07/2024 | 2,48% | 0,41 CHF | 0,42 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 179 069 CHF | 61 190 CHF | 98,59% | 98,59% |
03/07/2024 | 2,53% | 0,40 CHF | 0,41 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 176 044 CHF | 60 181 CHF | 99,27% | 99,38% |