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 | 1,78% | 0,60 CHF | 0,61 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 250 792 CHF | 56 732 CHF | 99,17% | 99,17% |
15/07/2024 | 1,73% | 0,55 CHF | 0,56 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 257 278 CHF | 58 173 CHF | 99,17% | 99,17% |
12/07/2024 | 1,75% | 0,60 CHF | 0,61 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 255 700 CHF | 57 822 CHF | 99,17% | 99,17% |
11/07/2024 | 1,85% | 0,56 CHF | 0,57 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 240 858 CHF | 54 524 CHF | 99,17% | 99,17% |
10/07/2024 | 1,92% | 0,51 CHF | 0,52 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 231 915 CHF | 52 537 CHF | 99,16% | 99,16% |
09/07/2024 | 1,99% | 0,49 CHF | 0,50 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 223 781 CHF | 50 729 CHF | 99,17% | 99,17% |
08/07/2024 | 2,08% | 0,49 CHF | 0,50 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 213 792 CHF | 48 509 CHF | 99,16% | 99,16% |
05/07/2024 | 2,06% | 0,45 CHF | 0,46 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 216 646 CHF | 49 144 CHF | 99,16% | 99,16% |
04/07/2024 | 2,14% | 0,47 CHF | 0,48 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 208 087 CHF | 47 242 CHF | 99,16% | 99,16% |
03/07/2024 | 2,24% | 0,44 CHF | 0,45 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 198 937 CHF | 45 208 CHF | 99,17% | 99,17% |