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 | 4,76% | 0,21 CHF | 0,22 CHF | 750 000 | 250 000 | 701 426 | 233 809 | 143 756 CHF | 50 257 CHF | 98,51% | 98,51% |
15/07/2024 | 5,12% | 0,19 CHF | 0,20 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 142 889 CHF | 50 130 CHF | 99,00% | 99,00% |
12/07/2024 | 4,50% | 0,19 CHF | 0,20 CHF | 750 000 | 250 000 | 618 592 | 206 197 | 134 446 CHF | 46 877 CHF | 99,07% | 99,07% |
11/07/2024 | 4,18% | 0,22 CHF | 0,23 CHF | 750 000 | 250 000 | 631 948 | 210 649 | 147 630 CHF | 51 316 CHF | 98,74% | 98,74% |
10/07/2024 | 3,98% | 0,24 CHF | 0,25 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 147 797 CHF | 51 266 CHF | 97,79% | 97,79% |
09/07/2024 | 4,18% | 0,27 CHF | 0,28 CHF | 600 000 | 200 000 | 668 983 | 222 994 | 156 394 CHF | 54 361 CHF | 99,03% | 99,03% |
08/07/2024 | 4,20% | 0,22 CHF | 0,23 CHF | 750 000 | 250 000 | 712 854 | 237 618 | 166 194 CHF | 57 774 CHF | 98,77% | 98,77% |
05/07/2024 | 4,20% | 0,24 CHF | 0,25 CHF | 600 000 | 200 000 | 721 141 | 240 380 | 168 017 CHF | 58 410 CHF | 98,73% | 98,73% |
04/07/2024 | 3,69% | 0,26 CHF | 0,27 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 159 780 CHF | 55 260 CHF | 98,69% | 98,69% |
03/07/2024 | 3,36% | 0,27 CHF | 0,28 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 176 832 CHF | 60 944 CHF | 98,60% | 98,60% |