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 | 3,54% | 0,29 CHF | 0,30 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 208 215 CHF | 71 905 CHF | 99,25% | 99,25% |
15/07/2024 | 3,72% | 0,28 CHF | 0,29 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 197 843 CHF | 68 448 CHF | 95,51% | 95,51% |
12/07/2024 | 3,84% | 0,24 CHF | 0,25 CHF | 750 000 | 250 000 | 755 928 | 251 976 | 193 198 CHF | 66 919 CHF | 99,34% | 99,34% |
11/07/2024 | 4,13% | 0,25 CHF | 0,26 CHF | 750 000 | 250 000 | 895 594 | 298 531 | 212 630 CHF | 73 862 CHF | 99,14% | 99,14% |
10/07/2024 | 4,42% | 0,23 CHF | 0,24 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 199 041 CHF | 69 347 CHF | 99,39% | 99,39% |
09/07/2024 | 4,12% | 0,24 CHF | 0,25 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 213 834 CHF | 74 278 CHF | 99,36% | 99,36% |
08/07/2024 | 3,94% | 0,25 CHF | 0,26 CHF | 900 000 | 300 000 | 848 161 | 282 720 | 211 009 CHF | 73 163 CHF | 99,40% | 99,40% |
05/07/2024 | 3,42% | 0,27 CHF | 0,28 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 215 595 CHF | 74 365 CHF | 99,31% | 99,31% |
04/07/2024 | 3,34% | 0,30 CHF | 0,31 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 220 614 CHF | 76 038 CHF | 99,37% | 99,37% |
03/07/2024 | 3,47% | 0,29 CHF | 0,30 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 212 498 CHF | 73 333 CHF | 99,37% | 99,37% |