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 | 3,09% | 0,34 CHF | 0,35 CHF | 450 000 | 150 000 | 451 487 | 150 496 | 143 908 CHF | 49 474 CHF | 99,38% | 99,38% |
15/07/2024 | 3,28% | 0,30 CHF | 0,31 CHF | 450 000 | 150 000 | 482 107 | 160 702 | 144 175 CHF | 49 666 CHF | 99,38% | 99,38% |
12/07/2024 | 3,60% | 0,27 CHF | 0,28 CHF | 600 000 | 200 000 | 598 453 | 199 484 | 163 666 CHF | 56 550 CHF | 92,67% | 92,67% |
11/07/2024 | 8,19% | 0,15 CHF | 0,16 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 88 643 CHF | 32 048 CHF | 99,37% | 99,37% |
10/07/2024 | 8,80% | 0,12 CHF | 0,13 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 81 704 CHF | 29 735 CHF | 99,37% | 99,37% |
09/07/2024 | 7,84% | 0,11 CHF | 0,12 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 92 044 CHF | 33 181 CHF | 99,37% | 99,37% |
08/07/2024 | 7,86% | 0,13 CHF | 0,14 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 91 805 CHF | 33 102 CHF | 99,38% | 99,38% |
05/07/2024 | 6,89% | 0,12 CHF | 0,13 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 105 489 CHF | 37 663 CHF | 99,38% | 99,38% |
04/07/2024 | 7,40% | 0,14 CHF | 0,15 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 97 696 CHF | 35 065 CHF | 98,59% | 98,59% |
03/07/2024 | 7,73% | 0,13 CHF | 0,14 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 93 498 CHF | 33 666 CHF | 99,38% | 99,38% |