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 | 4,68% | 0,20 CHF | 0,21 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 156 774 CHF | 54 758 CHF | 99,30% | 99,30% |
15/07/2024 | 4,81% | 0,22 CHF | 0,23 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 152 389 CHF | 53 296 CHF | 94,80% | 94,80% |
12/07/2024 | 4,52% | 0,21 CHF | 0,22 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 162 188 CHF | 56 563 CHF | 99,26% | 99,26% |
11/07/2024 | 4,43% | 0,22 CHF | 0,23 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 165 742 CHF | 57 747 CHF | 98,11% | 98,11% |
10/07/2024 | 3,81% | 0,24 CHF | 0,25 CHF | 750 000 | 250 000 | 604 883 | 201 628 | 155 615 CHF | 53 888 CHF | 99,35% | 99,35% |
09/07/2024 | 3,57% | 0,26 CHF | 0,27 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 165 372 CHF | 57 124 CHF | 99,41% | 99,41% |
08/07/2024 | 3,87% | 0,26 CHF | 0,27 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 151 923 CHF | 52 641 CHF | 98,72% | 98,72% |
05/07/2024 | 3,60% | 0,28 CHF | 0,29 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 163 625 CHF | 56 542 CHF | 98,83% | 98,83% |
04/07/2024 | 3,65% | 0,26 CHF | 0,27 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 161 461 CHF | 55 820 CHF | 99,37% | 99,37% |
03/07/2024 | 3,72% | 0,28 CHF | 0,29 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 158 202 CHF | 54 734 CHF | 99,28% | 99,28% |