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 | 1,86% | 0,53 CHF | 0,54 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 159 537 CHF | 54 179 CHF | 96,24% | 96,24% |
15/07/2024 | 1,77% | 0,59 CHF | 0,60 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 167 827 CHF | 56 942 CHF | 92,11% | 92,11% |
12/07/2024 | 1,82% | 0,53 CHF | 0,54 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 163 539 CHF | 55 513 CHF | 93,98% | 93,98% |
11/07/2024 | 1,74% | 0,56 CHF | 0,57 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 170 769 CHF | 57 923 CHF | 93,66% | 93,66% |
10/07/2024 | 1,75% | 0,57 CHF | 0,58 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 170 314 CHF | 57 771 CHF | 87,75% | 87,75% |
09/07/2024 | 1,68% | 0,59 CHF | 0,60 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 177 451 CHF | 60 151 CHF | 93,78% | 93,78% |
08/07/2024 | 1,78% | 0,56 CHF | 0,57 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 166 622 CHF | 56 541 CHF | 89,68% | 89,68% |
05/07/2024 | 1,80% | 0,57 CHF | 0,58 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 164 940 CHF | 55 980 CHF | 98,70% | 98,70% |
04/07/2024 | 1,63% | 0,60 CHF | 0,61 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 182 376 CHF | 61 792 CHF | 86,01% | 86,01% |
03/07/2024 | 1,60% | 0,62 CHF | 0,63 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 186 521 CHF | 63 174 CHF | 94,47% | 94,47% |