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 | 6,44% | 0,15 CHF | 0,16 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 112 691 CHF | 40 064 CHF | 99,57% | 99,57% |
15/07/2024 | 6,35% | 0,15 CHF | 0,16 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 114 491 CHF | 40 664 CHF | 99,54% | 99,54% |
12/07/2024 | 7,02% | 0,15 CHF | 0,16 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 103 264 CHF | 36 921 CHF | 99,45% | 99,45% |
11/07/2024 | 5,84% | 0,16 CHF | 0,17 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 124 948 CHF | 44 150 CHF | 99,03% | 99,03% |
10/07/2024 | 5,19% | 0,17 CHF | 0,18 CHF | 750 000 | 250 000 | 628 325 | 209 442 | 117 637 CHF | 41 307 CHF | 99,59% | 99,59% |
09/07/2024 | 4,81% | 0,20 CHF | 0,21 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 121 795 CHF | 42 598 CHF | 99,53% | 99,53% |
08/07/2024 | 5,44% | 0,19 CHF | 0,20 CHF | 600 000 | 200 000 | 713 701 | 237 900 | 127 559 CHF | 44 899 CHF | 99,55% | 99,55% |
05/07/2024 | 4,89% | 0,19 CHF | 0,20 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 119 861 CHF | 41 954 CHF | 99,56% | 99,56% |
04/07/2024 | 4,79% | 0,21 CHF | 0,22 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 122 345 CHF | 42 782 CHF | 99,57% | 99,57% |
03/07/2024 | 6,02% | 0,20 CHF | 0,21 CHF | 600 000 | 200 000 | 736 240 | 245 413 | 118 964 CHF | 42 109 CHF | 99,51% | 99,51% |