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 | 2,75% | 0,38 CHF | 0,39 CHF | 450 000 | 150 000 | 581 392 | 193 797 | 208 150 CHF | 71 321 CHF | 99,38% | 99,38% |
15/07/2024 | 2,90% | 0,34 CHF | 0,35 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 204 254 CHF | 70 085 CHF | 99,38% | 99,38% |
12/07/2024 | 3,15% | 0,31 CHF | 0,32 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 188 111 CHF | 64 704 CHF | 92,67% | 92,67% |
11/07/2024 | 6,41% | 0,18 CHF | 0,19 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 113 861 CHF | 40 454 CHF | 99,37% | 99,37% |
10/07/2024 | 6,77% | 0,15 CHF | 0,16 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 107 186 CHF | 38 229 CHF | 99,37% | 99,37% |
09/07/2024 | 6,14% | 0,15 CHF | 0,16 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 118 396 CHF | 41 965 CHF | 99,37% | 99,37% |
08/07/2024 | 6,24% | 0,16 CHF | 0,17 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 116 545 CHF | 41 348 CHF | 99,38% | 99,38% |
05/07/2024 | 5,52% | 0,16 CHF | 0,17 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 132 382 CHF | 46 627 CHF | 99,38% | 99,38% |
04/07/2024 | 6,04% | 0,17 CHF | 0,18 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 120 422 CHF | 42 641 CHF | 98,59% | 98,59% |
03/07/2024 | 6,09% | 0,16 CHF | 0,17 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 119 552 CHF | 42 351 CHF | 99,38% | 99,38% |