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 | 3,32% | 0,28 CHF | 0,29 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 222 184 CHF | 76 561 CHF | 99,56% | 99,56% |
15/07/2024 | 3,24% | 0,32 CHF | 0,33 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 227 980 CHF | 78 493 CHF | 99,70% | 99,70% |
12/07/2024 | 3,01% | 0,32 CHF | 0,33 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 245 209 CHF | 84 236 CHF | 96,61% | 96,61% |
11/07/2024 | 2,85% | 0,36 CHF | 0,37 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 260 722 CHF | 89 407 CHF | 91,13% | 91,13% |
10/07/2024 | 2,39% | 0,40 CHF | 0,41 CHF | 750 000 | 250 000 | 664 631 | 221 544 | 274 581 CHF | 93 742 CHF | 99,57% | 99,57% |
09/07/2024 | 2,41% | 0,45 CHF | 0,46 CHF | 600 000 | 200 000 | 716 549 | 238 850 | 292 893 CHF | 100 020 CHF | 96,47% | 96,47% |
08/07/2024 | 2,53% | 0,40 CHF | 0,41 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 292 894 CHF | 100 131 CHF | 99,54% | 99,54% |
05/07/2024 | 2,37% | 0,40 CHF | 0,41 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 313 073 CHF | 106 858 CHF | 97,99% | 97,99% |
04/07/2024 | 2,40% | 0,40 CHF | 0,41 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 308 956 CHF | 105 485 CHF | 99,57% | 99,57% |
03/07/2024 | 2,41% | 0,42 CHF | 0,43 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 306 924 CHF | 104 808 CHF | 99,40% | 99,40% |