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 | 2,62% | 0,37 CHF | 0,38 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 113 290 CHF | 38 763 CHF | 99,17% | 99,17% |
15/07/2024 | 2,33% | 0,40 CHF | 0,41 CHF | 300 000 | 100 000 | 264 074 | 88 025 | 111 769 CHF | 38 137 CHF | 99,17% | 99,17% |
12/07/2024 | 2,23% | 0,45 CHF | 0,46 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 99 649 CHF | 33 966 CHF | 99,17% | 99,17% |
11/07/2024 | 2,35% | 0,44 CHF | 0,45 CHF | 225 000 | 75 000 | 251 120 | 83 707 | 105 499 CHF | 36 003 CHF | 99,17% | 99,17% |
10/07/2024 | 2,30% | 0,44 CHF | 0,45 CHF | 225 000 | 75 000 | 228 110 | 76 037 | 98 163 CHF | 33 481 CHF | 99,16% | 99,16% |
09/07/2024 | 2,37% | 0,43 CHF | 0,44 CHF | 225 000 | 75 000 | 233 676 | 77 892 | 97 224 CHF | 33 187 CHF | 99,17% | 99,17% |
08/07/2024 | 2,57% | 0,42 CHF | 0,43 CHF | 225 000 | 75 000 | 284 583 | 94 861 | 109 438 CHF | 37 428 CHF | 99,16% | 99,16% |
05/07/2024 | 2,91% | 0,37 CHF | 0,38 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 101 925 CHF | 34 975 CHF | 98,84% | 98,84% |
04/07/2024 | 3,56% | 0,33 CHF | 0,34 CHF | 300 000 | 100 000 | 315 124 | 105 041 | 88 976 CHF | 30 709 CHF | 99,00% | 99,00% |
03/07/2024 | 8,45% | 0,11 CHF | 0,12 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 51 122 CHF | 18 541 CHF | 99,17% | 99,17% |