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 | 2,10% | 0,48 CHF | 0,49 CHF | 750 000 | 250 000 | 733 921 | 244 640 | 345 700 CHF | 117 680 CHF | 99,54% | 99,54% |
15/07/2024 | 2,08% | 0,49 CHF | 0,50 CHF | 600 000 | 200 000 | 736 741 | 245 580 | 349 660 CHF | 119 009 CHF | 99,59% | 99,59% |
12/07/2024 | 2,08% | 0,48 CHF | 0,49 CHF | 750 000 | 250 000 | 746 617 | 248 872 | 355 460 CHF | 120 975 CHF | 99,51% | 99,51% |
11/07/2024 | 2,13% | 0,46 CHF | 0,47 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 348 567 CHF | 118 689 CHF | 99,49% | 99,49% |
10/07/2024 | 2,20% | 0,44 CHF | 0,45 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 336 667 CHF | 114 722 CHF | 99,59% | 99,59% |
09/07/2024 | 2,27% | 0,42 CHF | 0,43 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 326 676 CHF | 111 392 CHF | 99,58% | 99,58% |
08/07/2024 | 1,91% | 0,49 CHF | 0,50 CHF | 750 000 | 250 000 | 738 398 | 246 133 | 383 552 CHF | 130 312 CHF | 99,50% | 99,50% |
05/07/2024 | 1,85% | 0,54 CHF | 0,55 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 401 847 CHF | 136 449 CHF | 99,49% | 99,49% |
04/07/2024 | 1,79% | 0,55 CHF | 0,56 CHF | 750 000 | 250 000 | 713 818 | 237 939 | 395 107 CHF | 134 082 CHF | 99,57% | 99,57% |
03/07/2024 | 1,98% | 0,51 CHF | 0,52 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 375 605 CHF | 127 702 CHF | 99,46% | 99,46% |