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 | 3,58% | 0,27 CHF | 0,28 CHF | 750 000 | 250 000 | 767 240 | 255 747 | 210 392 CHF | 72 688 CHF | 99,35% | 99,35% |
15/07/2024 | 3,27% | 0,30 CHF | 0,31 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 225 833 CHF | 77 778 CHF | 99,34% | 99,34% |
12/07/2024 | 3,14% | 0,31 CHF | 0,32 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 235 001 CHF | 80 834 CHF | 99,24% | 99,24% |
11/07/2024 | 3,37% | 0,29 CHF | 0,30 CHF | 750 000 | 250 000 | 752 174 | 250 725 | 219 569 CHF | 75 697 CHF | 99,29% | 99,29% |
10/07/2024 | 3,22% | 0,30 CHF | 0,31 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 229 407 CHF | 78 969 CHF | 99,37% | 99,37% |
09/07/2024 | 3,16% | 0,31 CHF | 0,32 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 233 559 CHF | 80 353 CHF | 99,35% | 99,35% |
08/07/2024 | 2,68% | 0,36 CHF | 0,37 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 276 355 CHF | 94 618 CHF | 99,37% | 99,37% |
05/07/2024 | 2,55% | 0,37 CHF | 0,38 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 291 015 CHF | 99 505 CHF | 99,39% | 99,39% |
04/07/2024 | 2,54% | 0,40 CHF | 0,41 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 291 282 CHF | 99 594 CHF | 99,37% | 99,37% |
03/07/2024 | 2,66% | 0,37 CHF | 0,38 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 277 707 CHF | 95 069 CHF | 99,37% | 99,37% |