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 | 1,99% | 0,48 CHF | 0,49 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 298 616 CHF | 101 539 CHF | 98,71% | 98,71% |
15/07/2024 | 1,90% | 0,51 CHF | 0,52 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 313 608 CHF | 106 536 CHF | 99,16% | 99,16% |
12/07/2024 | 1,99% | 0,56 CHF | 0,57 CHF | 600 000 | 200 000 | 600 101 | 200 034 | 298 762 CHF | 101 588 CHF | 99,16% | 99,16% |
11/07/2024 | 1,97% | 0,50 CHF | 0,51 CHF | 600 000 | 200 000 | 607 632 | 202 544 | 304 733 CHF | 103 603 CHF | 98,86% | 98,86% |
10/07/2024 | 2,03% | 0,50 CHF | 0,51 CHF | 750 000 | 250 000 | 736 987 | 245 662 | 359 698 CHF | 122 356 CHF | 98,91% | 98,91% |
09/07/2024 | 2,00% | 0,46 CHF | 0,47 CHF | 750 000 | 250 000 | 656 093 | 218 698 | 323 365 CHF | 109 975 CHF | 98,98% | 98,98% |
08/07/2024 | 1,85% | 0,51 CHF | 0,52 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 322 200 CHF | 109 400 CHF | 98,70% | 98,70% |
05/07/2024 | 1,85% | 0,54 CHF | 0,55 CHF | 600 000 | 200 000 | 601 964 | 200 655 | 322 281 CHF | 109 433 CHF | 98,70% | 98,70% |
04/07/2024 | 2,14% | 0,47 CHF | 0,48 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 347 095 CHF | 118 198 CHF | 98,90% | 98,90% |
03/07/2024 | 2,21% | 0,45 CHF | 0,46 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 336 031 CHF | 114 510 CHF | 99,00% | 99,00% |