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 | 1,54% | 0,67 CHF | 0,68 CHF | 225 000 | 75 000 | 293 549 | 97 850 | 189 016 CHF | 63 984 CHF | 99,38% | 99,38% |
15/07/2024 | 1,39% | 0,66 CHF | 0,67 CHF | 300 000 | 100 000 | 227 324 | 75 775 | 162 603 CHF | 54 959 CHF | 99,37% | 99,37% |
12/07/2024 | 1,33% | 0,73 CHF | 0,74 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 168 358 CHF | 56 869 CHF | 99,38% | 99,38% |
11/07/2024 | 1,39% | 0,72 CHF | 0,73 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 160 414 CHF | 54 221 CHF | 99,37% | 99,37% |
10/07/2024 | 1,63% | 0,62 CHF | 0,63 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 182 692 CHF | 61 897 CHF | 99,37% | 99,37% |
09/07/2024 | 1,62% | 0,63 CHF | 0,64 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 184 108 CHF | 62 369 CHF | 99,38% | 99,38% |
08/07/2024 | 1,62% | 0,61 CHF | 0,62 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 183 303 CHF | 62 101 CHF | 99,38% | 99,38% |
05/07/2024 | 1,66% | 0,60 CHF | 0,61 CHF | 300 000 | 100 000 | 299 983 | 100 000 | 178 952 CHF | 60 654 CHF | 99,38% | 99,38% |
04/07/2024 | 1,72% | 0,59 CHF | 0,60 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 173 418 CHF | 58 806 CHF | 98,82% | 98,82% |
03/07/2024 | 1,91% | 0,52 CHF | 0,53 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 156 012 CHF | 53 004 CHF | 99,37% | 99,37% |