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 | 3,57% | 0,28 CHF | 0,29 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 82 742 CHF | 28 581 CHF | 98,20% | 98,20% |
15/07/2024 | 3,84% | 0,26 CHF | 0,27 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 76 803 CHF | 26 601 CHF | 98,56% | 98,56% |
12/07/2024 | 3,28% | 0,26 CHF | 0,27 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 90 297 CHF | 31 099 CHF | 98,80% | 98,80% |
11/07/2024 | 3,07% | 0,30 CHF | 0,31 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 96 486 CHF | 33 162 CHF | 98,44% | 98,44% |
10/07/2024 | 2,93% | 0,32 CHF | 0,33 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 100 960 CHF | 34 653 CHF | 96,86% | 96,86% |
09/07/2024 | 3,05% | 0,38 CHF | 0,39 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 97 450 CHF | 33 483 CHF | 98,75% | 98,75% |
08/07/2024 | 3,11% | 0,30 CHF | 0,31 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 94 998 CHF | 32 666 CHF | 98,44% | 98,44% |
05/07/2024 | 3,17% | 0,33 CHF | 0,34 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 93 319 CHF | 32 106 CHF | 98,42% | 98,42% |
04/07/2024 | 2,76% | 0,35 CHF | 0,36 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 107 119 CHF | 36 707 CHF | 97,30% | 97,30% |
03/07/2024 | 2,49% | 0,36 CHF | 0,37 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 119 635 CHF | 40 878 CHF | 98,43% | 98,43% |