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 | 3,46% | 0,30 CHF | 0,31 CHF | 450 000 | 150 000 | 574 328 | 191 443 | 162 726 CHF | 56 157 CHF | 99,11% | 99,11% |
15/07/2024 | 3,30% | 0,30 CHF | 0,31 CHF | 450 000 | 150 000 | 477 522 | 159 174 | 142 052 CHF | 48 943 CHF | 99,53% | 99,53% |
12/07/2024 | 3,47% | 0,30 CHF | 0,31 CHF | 450 000 | 150 000 | 583 480 | 194 493 | 164 894 CHF | 56 910 CHF | 97,72% | 97,72% |
11/07/2024 | 3,80% | 0,27 CHF | 0,28 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 155 140 CHF | 53 713 CHF | 99,43% | 99,43% |
10/07/2024 | 3,81% | 0,25 CHF | 0,26 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 154 435 CHF | 53 478 CHF | 94,55% | 94,55% |
09/07/2024 | 3,66% | 0,26 CHF | 0,27 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 160 929 CHF | 55 643 CHF | 99,15% | 99,15% |
08/07/2024 | 3,35% | 0,28 CHF | 0,29 CHF | 600 000 | 200 000 | 501 506 | 167 169 | 146 706 CHF | 50 574 CHF | 98,90% | 98,90% |
05/07/2024 | 3,47% | 0,27 CHF | 0,28 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 169 895 CHF | 58 632 CHF | 99,58% | 99,58% |
04/07/2024 | 3,39% | 0,29 CHF | 0,30 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 173 984 CHF | 59 995 CHF | 99,57% | 99,57% |
03/07/2024 | 3,49% | 0,30 CHF | 0,31 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 169 195 CHF | 58 398 CHF | 99,49% | 99,49% |