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 | 6,89% | 0,13 CHF | 0,14 CHF | 750 000 | 250 000 | 632 582 | 210 861 | 88 622 CHF | 31 649 CHF | 99,31% | 99,31% |
15/07/2024 | 7,23% | 0,15 CHF | 0,16 CHF | 600 000 | 200 000 | 723 533 | 241 178 | 96 346 CHF | 34 527 CHF | 94,82% | 94,82% |
12/07/2024 | 6,80% | 0,14 CHF | 0,15 CHF | 750 000 | 250 000 | 745 939 | 248 646 | 106 009 CHF | 37 823 CHF | 99,16% | 99,16% |
11/07/2024 | 6,35% | 0,15 CHF | 0,16 CHF | 750 000 | 250 000 | 744 656 | 248 219 | 113 558 CHF | 40 335 CHF | 98,11% | 98,11% |
10/07/2024 | 5,18% | 0,17 CHF | 0,18 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 112 996 CHF | 39 666 CHF | 99,37% | 99,37% |
09/07/2024 | 4,50% | 0,20 CHF | 0,21 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 130 355 CHF | 45 452 CHF | 99,35% | 99,35% |
08/07/2024 | 5,09% | 0,20 CHF | 0,21 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 115 006 CHF | 40 335 CHF | 98,72% | 98,72% |
05/07/2024 | 4,58% | 0,23 CHF | 0,24 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 128 076 CHF | 44 692 CHF | 98,84% | 98,84% |
04/07/2024 | 4,65% | 0,21 CHF | 0,22 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 125 956 CHF | 43 985 CHF | 99,36% | 99,36% |
03/07/2024 | 4,78% | 0,22 CHF | 0,23 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 122 835 CHF | 42 945 CHF | 99,28% | 99,28% |