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 | 2,78% | 0,38 CHF | 0,39 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 159 922 CHF | 54 807 CHF | 99,10% | 99,10% |
15/07/2024 | 2,67% | 0,37 CHF | 0,38 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 166 000 CHF | 56 834 CHF | 99,54% | 99,54% |
12/07/2024 | 2,80% | 0,37 CHF | 0,38 CHF | 450 000 | 150 000 | 495 936 | 165 312 | 174 717 CHF | 59 892 CHF | 97,98% | 97,98% |
11/07/2024 | 3,00% | 0,34 CHF | 0,35 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 197 222 CHF | 67 741 CHF | 99,35% | 99,35% |
10/07/2024 | 3,01% | 0,32 CHF | 0,33 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 196 424 CHF | 67 474 CHF | 94,56% | 94,56% |
09/07/2024 | 2,91% | 0,33 CHF | 0,34 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 202 969 CHF | 69 656 CHF | 99,12% | 99,12% |
08/07/2024 | 2,71% | 0,35 CHF | 0,36 CHF | 600 000 | 200 000 | 481 541 | 160 514 | 174 765 CHF | 59 860 CHF | 98,87% | 98,87% |
05/07/2024 | 2,77% | 0,34 CHF | 0,35 CHF | 600 000 | 200 000 | 487 077 | 162 359 | 172 849 CHF | 59 240 CHF | 99,56% | 99,56% |
04/07/2024 | 2,70% | 0,37 CHF | 0,38 CHF | 450 000 | 150 000 | 451 987 | 150 662 | 165 341 CHF | 56 620 CHF | 99,58% | 99,58% |
03/07/2024 | 2,78% | 0,37 CHF | 0,38 CHF | 450 000 | 150 000 | 573 088 | 191 029 | 203 049 CHF | 69 593 CHF | 99,61% | 99,61% |