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 | 3,15% | 0,31 CHF | 0,32 CHF | 750 000 | 250 000 | 750 000 | 249 929 | 234 764 CHF | 80 732 CHF | 95,56% | 95,56% |
15/07/2024 | 2,80% | 0,33 CHF | 0,34 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 263 928 CHF | 90 476 CHF | 96,37% | 96,37% |
12/07/2024 | 2,76% | 0,38 CHF | 0,39 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 268 174 CHF | 91 892 CHF | 97,50% | 97,50% |
11/07/2024 | 2,74% | 0,37 CHF | 0,38 CHF | 750 000 | 250 000 | 749 957 | 250 000 | 270 068 CHF | 92 528 CHF | 97,89% | 97,89% |
10/07/2024 | 3,01% | 0,34 CHF | 0,35 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 245 426 CHF | 84 309 CHF | 96,76% | 96,76% |
09/07/2024 | 3,14% | 0,31 CHF | 0,32 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 235 274 CHF | 80 925 CHF | 94,85% | 94,85% |
08/07/2024 | 3,00% | 0,32 CHF | 0,33 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 246 110 CHF | 84 537 CHF | 95,79% | 95,79% |
05/07/2024 | 2,88% | 0,33 CHF | 0,34 CHF | 750 000 | 250 000 | 750 000 | 249 953 | 257 126 CHF | 88 192 CHF | 97,62% | 97,62% |
04/07/2024 | 2,79% | 0,36 CHF | 0,37 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 265 590 CHF | 91 030 CHF | 90,55% | 90,55% |
03/07/2024 | 2,89% | 0,35 CHF | 0,36 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 255 500 CHF | 87 667 CHF | 95,90% | 95,90% |