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 | 2,95% | 0,36 CHF | 0,37 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 151 113 CHF | 51 871 CHF | 99,16% | 99,16% |
15/07/2024 | 3,29% | 0,30 CHF | 0,31 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 135 660 CHF | 46 720 CHF | 98,95% | 98,95% |
12/07/2024 | 2,52% | 0,42 CHF | 0,43 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 176 286 CHF | 60 262 CHF | 99,17% | 99,17% |
11/07/2024 | 2,57% | 0,40 CHF | 0,41 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 173 027 CHF | 59 176 CHF | 99,17% | 99,17% |
10/07/2024 | 2,66% | 0,38 CHF | 0,39 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 166 739 CHF | 57 080 CHF | 98,71% | 98,71% |
09/07/2024 | 2,56% | 0,34 CHF | 0,35 CHF | 450 000 | 150 000 | 448 775 | 149 592 | 173 719 CHF | 59 402 CHF | 99,17% | 99,17% |
08/07/2024 | 2,11% | 0,44 CHF | 0,45 CHF | 450 000 | 150 000 | 305 347 | 101 782 | 142 873 CHF | 48 642 CHF | 99,15% | 99,15% |
05/07/2024 | 2,16% | 0,47 CHF | 0,48 CHF | 300 000 | 100 000 | 308 451 | 102 819 | 141 270 CHF | 48 119 CHF | 99,16% | 99,16% |
04/07/2024 | 2,39% | 0,44 CHF | 0,45 CHF | 450 000 | 150 000 | 446 334 | 148 778 | 184 755 CHF | 63 073 CHF | 99,17% | 99,17% |
03/07/2024 | 3,19% | 0,30 CHF | 0,31 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 138 965 CHF | 47 822 CHF | 99,16% | 99,16% |