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 | 2,17% | 0,46 CHF | 0,47 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 204 735 CHF | 69 745 CHF | 95,61% | 95,61% |
15/07/2024 | 2,50% | 0,43 CHF | 0,44 CHF | 450 000 | 150 000 | 538 980 | 179 660 | 212 486 CHF | 72 625 CHF | 96,16% | 96,16% |
12/07/2024 | 2,52% | 0,37 CHF | 0,38 CHF | 600 000 | 200 000 | 580 233 | 193 411 | 227 616 CHF | 77 806 CHF | 97,60% | 97,60% |
11/07/2024 | 2,50% | 0,38 CHF | 0,39 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 236 843 CHF | 80 948 CHF | 97,89% | 97,89% |
10/07/2024 | 2,24% | 0,43 CHF | 0,44 CHF | 450 000 | 150 000 | 456 069 | 152 023 | 201 213 CHF | 68 591 CHF | 96,75% | 96,75% |
09/07/2024 | 2,12% | 0,47 CHF | 0,48 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 209 734 CHF | 71 411 CHF | 94,82% | 94,82% |
08/07/2024 | 2,22% | 0,45 CHF | 0,46 CHF | 450 000 | 150 000 | 569 374 | 189 791 | 254 012 CHF | 86 569 CHF | 94,02% | 94,02% |
05/07/2024 | 2,28% | 0,45 CHF | 0,46 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 260 475 CHF | 88 825 CHF | 97,63% | 97,63% |
04/07/2024 | 2,34% | 0,42 CHF | 0,43 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 253 637 CHF | 86 546 CHF | 90,56% | 90,56% |
03/07/2024 | 2,24% | 0,42 CHF | 0,43 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 265 045 CHF | 90 348 CHF | 95,91% | 95,91% |