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 | 2,69% | 0,37 CHF | 0,38 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 275 242 CHF | 94 248 CHF | 99,61% | 99,61% |
15/07/2024 | 2,66% | 0,39 CHF | 0,40 CHF | 750 000 | 250 000 | 752 533 | 250 844 | 278 865 CHF | 95 464 CHF | 99,58% | 99,58% |
12/07/2024 | 2,66% | 0,38 CHF | 0,39 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 278 198 CHF | 95 233 CHF | 99,60% | 99,60% |
11/07/2024 | 2,72% | 0,36 CHF | 0,37 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 326 400 CHF | 111 800 CHF | 99,49% | 99,49% |
10/07/2024 | 2,81% | 0,35 CHF | 0,36 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 315 852 CHF | 108 284 CHF | 99,60% | 99,60% |
09/07/2024 | 2,89% | 0,33 CHF | 0,34 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 307 286 CHF | 105 429 CHF | 99,62% | 99,62% |
08/07/2024 | 2,42% | 0,39 CHF | 0,40 CHF | 900 000 | 300 000 | 753 428 | 251 143 | 307 863 CHF | 105 132 CHF | 99,54% | 99,54% |
05/07/2024 | 2,34% | 0,42 CHF | 0,43 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 316 758 CHF | 108 086 CHF | 99,62% | 99,62% |
04/07/2024 | 2,26% | 0,44 CHF | 0,45 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 328 445 CHF | 111 982 CHF | 99,58% | 99,58% |
03/07/2024 | 2,51% | 0,40 CHF | 0,41 CHF | 750 000 | 250 000 | 781 444 | 260 481 | 307 028 CHF | 104 947 CHF | 99,46% | 99,46% |