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 | 2,89% | 0,37 CHF | 0,38 CHF | 450 000 | 150 000 | 572 586 | 190 862 | 194 784 CHF | 66 837 CHF | 99,38% | 99,38% |
15/07/2024 | 3,04% | 0,33 CHF | 0,34 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 194 742 CHF | 66 914 CHF | 99,38% | 99,38% |
12/07/2024 | 3,33% | 0,30 CHF | 0,31 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 177 742 CHF | 61 247 CHF | 92,67% | 92,67% |
11/07/2024 | 6,80% | 0,17 CHF | 0,18 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 107 471 CHF | 38 324 CHF | 99,37% | 99,37% |
10/07/2024 | 7,21% | 0,14 CHF | 0,15 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 100 447 CHF | 35 982 CHF | 99,37% | 99,37% |
09/07/2024 | 6,54% | 0,14 CHF | 0,15 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 110 964 CHF | 39 488 CHF | 99,37% | 99,37% |
08/07/2024 | 6,62% | 0,15 CHF | 0,16 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 109 793 CHF | 39 098 CHF | 99,38% | 99,38% |
05/07/2024 | 5,81% | 0,15 CHF | 0,16 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 125 460 CHF | 44 320 CHF | 99,38% | 99,38% |
04/07/2024 | 6,20% | 0,16 CHF | 0,17 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 117 358 CHF | 41 619 CHF | 98,59% | 98,59% |
03/07/2024 | 6,43% | 0,16 CHF | 0,17 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 113 150 CHF | 40 217 CHF | 99,38% | 99,38% |