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 | 1,45% | 0,70 CHF | 0,71 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 205 275 CHF | 69 425 CHF | 98,29% | 98,29% |
15/07/2024 | 1,49% | 0,68 CHF | 0,69 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 199 379 CHF | 67 460 CHF | 99,59% | 99,59% |
12/07/2024 | 1,42% | 0,70 CHF | 0,71 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 210 335 CHF | 71 112 CHF | 99,58% | 99,58% |
11/07/2024 | 1,34% | 0,67 CHF | 0,68 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 223 543 CHF | 75 515 CHF | 93,75% | 93,75% |
10/07/2024 | 1,40% | 0,69 CHF | 0,70 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 213 033 CHF | 72 011 CHF | 98,50% | 98,50% |
09/07/2024 | 1,43% | 0,72 CHF | 0,73 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 208 264 CHF | 70 422 CHF | 99,03% | 99,03% |
08/07/2024 | 1,42% | 0,68 CHF | 0,69 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 209 880 CHF | 70 960 CHF | 99,58% | 99,58% |
05/07/2024 | 1,66% | 0,62 CHF | 0,63 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 268 391 CHF | 90 964 CHF | 89,81% | 89,81% |
04/07/2024 | 1,63% | 0,62 CHF | 0,63 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 273 943 CHF | 92 814 CHF | 99,20% | 99,20% |
03/07/2024 | 1,71% | 0,57 CHF | 0,58 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 260 658 CHF | 88 386 CHF | 97,72% | 97,72% |