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 | 2,74% | 0,38 CHF | 0,39 CHF | 600 000 | 200 000 | 742 589 | 247 530 | 267 710 CHF | 91 712 CHF | 99,35% | 99,35% |
15/07/2024 | 2,85% | 0,37 CHF | 0,38 CHF | 750 000 | 250 000 | 749 946 | 249 982 | 259 275 CHF | 88 925 CHF | 95,42% | 95,42% |
12/07/2024 | 2,94% | 0,32 CHF | 0,33 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 251 339 CHF | 86 280 CHF | 99,28% | 99,28% |
11/07/2024 | 3,17% | 0,33 CHF | 0,34 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 233 243 CHF | 80 248 CHF | 99,17% | 99,17% |
10/07/2024 | 3,32% | 0,30 CHF | 0,31 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 222 330 CHF | 76 610 CHF | 99,36% | 99,36% |
09/07/2024 | 3,15% | 0,31 CHF | 0,32 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 234 562 CHF | 80 687 CHF | 99,36% | 99,36% |
08/07/2024 | 3,02% | 0,32 CHF | 0,33 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 245 134 CHF | 84 212 CHF | 99,39% | 99,39% |
05/07/2024 | 2,67% | 0,35 CHF | 0,36 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 277 544 CHF | 95 015 CHF | 99,30% | 99,30% |
04/07/2024 | 2,61% | 0,38 CHF | 0,39 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 283 431 CHF | 96 977 CHF | 99,37% | 99,37% |
03/07/2024 | 2,69% | 0,37 CHF | 0,38 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 275 240 CHF | 94 247 CHF | 99,40% | 99,40% |