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 | 1,61% | 0,62 CHF | 0,63 CHF | 300 000 | 100 000 | 272 255 | 90 752 | 167 327 CHF | 56 683 CHF | 99,27% | 99,27% |
15/07/2024 | 1,53% | 0,65 CHF | 0,66 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 145 779 CHF | 49 343 CHF | 99,27% | 99,27% |
12/07/2024 | 1,59% | 0,67 CHF | 0,68 CHF | 225 000 | 75 000 | 283 683 | 94 561 | 176 583 CHF | 59 807 CHF | 99,27% | 99,27% |
11/07/2024 | 1,68% | 0,62 CHF | 0,63 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 177 594 CHF | 60 198 CHF | 99,27% | 99,27% |
10/07/2024 | 1,66% | 0,58 CHF | 0,59 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 179 025 CHF | 60 675 CHF | 99,27% | 99,27% |
09/07/2024 | 1,58% | 0,63 CHF | 0,64 CHF | 300 000 | 100 000 | 288 414 | 96 138 | 181 261 CHF | 61 382 CHF | 99,27% | 99,27% |
08/07/2024 | 1,59% | 0,62 CHF | 0,63 CHF | 300 000 | 100 000 | 287 924 | 95 975 | 179 653 CHF | 60 844 CHF | 99,21% | 99,21% |
05/07/2024 | 1,53% | 0,64 CHF | 0,65 CHF | 225 000 | 75 000 | 230 832 | 76 944 | 149 938 CHF | 50 749 CHF | 99,26% | 99,26% |
04/07/2024 | 1,47% | 0,67 CHF | 0,68 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 151 854 CHF | 51 368 CHF | 99,27% | 99,27% |
03/07/2024 | 1,62% | 0,67 CHF | 0,68 CHF | 225 000 | 75 000 | 276 509 | 92 170 | 168 753 CHF | 57 173 CHF | 99,27% | 99,27% |