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 | 2,77% | 0,41 CHF | 0,42 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 213 793 CHF | 73 264 CHF | 99,24% | 99,24% |
15/07/2024 | 2,80% | 0,36 CHF | 0,37 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 211 184 CHF | 72 395 CHF | 99,58% | 99,58% |
12/07/2024 | 3,33% | 0,33 CHF | 0,34 CHF | 600 000 | 200 000 | 691 130 | 230 377 | 203 557 CHF | 70 156 CHF | 99,57% | 99,57% |
11/07/2024 | 3,42% | 0,30 CHF | 0,31 CHF | 750 000 | 250 000 | 749 823 | 249 941 | 216 167 CHF | 74 555 CHF | 98,76% | 98,76% |
10/07/2024 | 3,86% | 0,27 CHF | 0,28 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 190 688 CHF | 66 063 CHF | 99,24% | 99,24% |
09/07/2024 | 4,29% | 0,22 CHF | 0,23 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 171 156 CHF | 59 552 CHF | 99,29% | 99,29% |
08/07/2024 | 4,44% | 0,22 CHF | 0,23 CHF | 750 000 | 250 000 | 754 100 | 251 367 | 166 037 CHF | 57 859 CHF | 99,41% | 99,41% |
05/07/2024 | 4,01% | 0,27 CHF | 0,28 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 183 641 CHF | 63 714 CHF | 99,26% | 99,26% |
04/07/2024 | 4,36% | 0,23 CHF | 0,24 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 168 424 CHF | 58 641 CHF | 99,37% | 99,37% |
03/07/2024 | 5,44% | 0,23 CHF | 0,24 CHF | 750 000 | 250 000 | 890 713 | 296 904 | 160 216 CHF | 56 374 CHF | 99,42% | 99,42% |