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 | 4,24% | 0,24 CHF | 0,25 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 138 665 CHF | 48 222 CHF | 99,36% | 99,36% |
15/07/2024 | 4,00% | 0,23 CHF | 0,24 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 147 197 CHF | 51 066 CHF | 94,78% | 94,78% |
12/07/2024 | 3,94% | 0,24 CHF | 0,25 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 149 164 CHF | 51 721 CHF | 99,26% | 99,26% |
11/07/2024 | 3,94% | 0,24 CHF | 0,25 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 149 220 CHF | 51 740 CHF | 98,20% | 98,20% |
10/07/2024 | 4,83% | 0,22 CHF | 0,23 CHF | 600 000 | 200 000 | 728 630 | 242 877 | 147 062 CHF | 51 449 CHF | 99,41% | 99,41% |
09/07/2024 | 5,37% | 0,19 CHF | 0,20 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 135 896 CHF | 47 799 CHF | 99,37% | 99,37% |
08/07/2024 | 5,14% | 0,19 CHF | 0,20 CHF | 750 000 | 250 000 | 749 703 | 249 901 | 142 250 CHF | 49 916 CHF | 98,74% | 98,74% |
05/07/2024 | 5,48% | 0,17 CHF | 0,18 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 133 140 CHF | 46 880 CHF | 98,82% | 98,82% |
04/07/2024 | 5,39% | 0,18 CHF | 0,19 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 135 310 CHF | 47 603 CHF | 99,37% | 99,37% |
03/07/2024 | 5,31% | 0,17 CHF | 0,18 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 137 640 CHF | 48 380 CHF | 99,17% | 99,17% |