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 | 2,65% | 0,38 CHF | 0,39 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 223 175 CHF | 76 392 CHF | 95,58% | 95,58% |
15/07/2024 | 2,99% | 0,35 CHF | 0,36 CHF | 600 000 | 200 000 | 711 008 | 237 003 | 233 702 CHF | 80 271 CHF | 96,38% | 96,38% |
12/07/2024 | 3,03% | 0,31 CHF | 0,32 CHF | 750 000 | 250 000 | 742 600 | 247 533 | 241 485 CHF | 82 970 CHF | 97,74% | 97,74% |
11/07/2024 | 3,02% | 0,32 CHF | 0,33 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 245 040 CHF | 84 180 CHF | 97,90% | 97,90% |
10/07/2024 | 2,72% | 0,35 CHF | 0,36 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 217 574 CHF | 74 525 CHF | 96,76% | 96,76% |
09/07/2024 | 2,59% | 0,39 CHF | 0,40 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 229 095 CHF | 78 365 CHF | 94,84% | 94,84% |
08/07/2024 | 2,68% | 0,37 CHF | 0,38 CHF | 600 000 | 200 000 | 602 423 | 200 808 | 222 056 CHF | 76 027 CHF | 94,06% | 94,06% |
05/07/2024 | 2,74% | 0,37 CHF | 0,38 CHF | 600 000 | 200 000 | 708 418 | 236 139 | 255 077 CHF | 87 387 CHF | 97,64% | 97,64% |
04/07/2024 | 2,79% | 0,35 CHF | 0,36 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 264 949 CHF | 90 816 CHF | 90,55% | 90,55% |
03/07/2024 | 2,69% | 0,35 CHF | 0,36 CHF | 750 000 | 250 000 | 669 948 | 223 316 | 245 405 CHF | 84 035 CHF | 95,91% | 95,91% |