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 | 1,85% | 0,55 CHF | 0,56 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 160 920 CHF | 54 640 CHF | 98,28% | 98,28% |
15/07/2024 | 1,92% | 0,53 CHF | 0,54 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 154 695 CHF | 52 565 CHF | 99,57% | 99,57% |
12/07/2024 | 1,79% | 0,55 CHF | 0,56 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 166 372 CHF | 56 457 CHF | 99,58% | 99,58% |
11/07/2024 | 1,65% | 0,53 CHF | 0,54 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 180 993 CHF | 61 331 CHF | 92,67% | 92,67% |
10/07/2024 | 1,75% | 0,55 CHF | 0,56 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 169 646 CHF | 57 549 CHF | 98,49% | 98,49% |
09/07/2024 | 1,81% | 0,57 CHF | 0,58 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 164 086 CHF | 55 695 CHF | 99,03% | 99,03% |
08/07/2024 | 1,78% | 0,54 CHF | 0,55 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 167 045 CHF | 56 682 CHF | 99,58% | 99,58% |
05/07/2024 | 2,24% | 0,47 CHF | 0,48 CHF | 300 000 | 100 000 | 314 719 | 104 906 | 139 115 CHF | 47 421 CHF | 89,81% | 89,81% |
04/07/2024 | 2,17% | 0,47 CHF | 0,48 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 136 702 CHF | 46 567 CHF | 99,20% | 99,20% |
03/07/2024 | 2,31% | 0,42 CHF | 0,43 CHF | 450 000 | 150 000 | 400 764 | 133 588 | 171 110 CHF | 58 373 CHF | 97,72% | 97,72% |