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 | 6,14% | 0,15 CHF | 0,16 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 118 504 CHF | 42 001 CHF | 99,12% | 99,12% |
15/07/2024 | 6,46% | 0,15 CHF | 0,16 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 112 397 CHF | 39 966 CHF | 99,70% | 99,70% |
12/07/2024 | 5,74% | 0,16 CHF | 0,17 CHF | 750 000 | 250 000 | 741 488 | 247 163 | 125 529 CHF | 44 315 CHF | 97,98% | 97,98% |
11/07/2024 | 5,25% | 0,18 CHF | 0,19 CHF | 750 000 | 250 000 | 622 256 | 207 419 | 115 362 CHF | 40 528 CHF | 99,47% | 99,47% |
10/07/2024 | 5,33% | 0,20 CHF | 0,21 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 109 673 CHF | 38 558 CHF | 94,56% | 94,56% |
09/07/2024 | 5,39% | 0,18 CHF | 0,19 CHF | 600 000 | 200 000 | 726 865 | 242 288 | 131 182 CHF | 46 150 CHF | 99,11% | 99,11% |
08/07/2024 | 6,62% | 0,17 CHF | 0,18 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 110 061 CHF | 39 187 CHF | 98,88% | 98,88% |
05/07/2024 | 5,99% | 0,17 CHF | 0,18 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 121 430 CHF | 42 977 CHF | 99,54% | 99,54% |
04/07/2024 | 6,07% | 0,15 CHF | 0,16 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 119 849 CHF | 42 450 CHF | 99,57% | 99,57% |
03/07/2024 | 5,89% | 0,15 CHF | 0,16 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 123 834 CHF | 43 778 CHF | 99,61% | 99,61% |