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 | 6,10% | 0,15 CHF | 0,16 CHF | 900 000 | 300 000 | 910 341 | 310 341 | 144 737 CHF | 52 372 CHF | 99,57% | 99,57% |
15/07/2024 | 5,78% | 0,18 CHF | 0,19 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 151 381 CHF | 53 461 CHF | 99,72% | 99,72% |
12/07/2024 | 5,19% | 0,18 CHF | 0,19 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 169 160 CHF | 59 387 CHF | 96,41% | 96,41% |
11/07/2024 | 4,88% | 0,21 CHF | 0,22 CHF | 900 000 | 300 000 | 911 827 | 311 827 | 182 966 CHF | 65 447 CHF | 91,14% | 91,14% |
10/07/2024 | 3,84% | 0,24 CHF | 0,25 CHF | 750 000 | 250 000 | 775 012 | 258 337 | 197 601 CHF | 68 450 CHF | 99,58% | 99,58% |
09/07/2024 | 3,93% | 0,29 CHF | 0,30 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 187 894 CHF | 65 131 CHF | 96,48% | 96,48% |
08/07/2024 | 4,21% | 0,25 CHF | 0,26 CHF | 750 000 | 250 000 | 788 402 | 262 801 | 183 362 CHF | 63 749 CHF | 99,58% | 99,58% |
05/07/2024 | 3,80% | 0,25 CHF | 0,26 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 193 839 CHF | 67 113 CHF | 98,01% | 98,01% |
04/07/2024 | 3,87% | 0,25 CHF | 0,26 CHF | 750 000 | 250 000 | 750 268 | 250 089 | 190 252 CHF | 65 918 CHF | 99,58% | 99,58% |
03/07/2024 | 3,93% | 0,26 CHF | 0,27 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 187 085 CHF | 64 862 CHF | 99,48% | 99,48% |