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 | 2,92% | 0,32 CHF | 0,33 CHF | 750 000 | 250 000 | 749 949 | 249 983 | 253 529 CHF | 87 010 CHF | 97,51% | 97,51% |
15/07/2024 | 3,06% | 0,32 CHF | 0,33 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 241 211 CHF | 82 904 CHF | 96,52% | 96,52% |
12/07/2024 | 3,10% | 0,32 CHF | 0,33 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 238 223 CHF | 81 908 CHF | 91,99% | 91,99% |
11/07/2024 | 2,83% | 0,33 CHF | 0,34 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 261 694 CHF | 89 731 CHF | 98,51% | 98,51% |
10/07/2024 | 2,52% | 0,39 CHF | 0,40 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 234 881 CHF | 80 294 CHF | 98,34% | 98,34% |
09/07/2024 | 2,61% | 0,41 CHF | 0,42 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 226 923 CHF | 77 641 CHF | 97,88% | 97,88% |
08/07/2024 | 2,88% | 0,36 CHF | 0,37 CHF | 600 000 | 200 000 | 746 762 | 248 921 | 255 484 CHF | 87 651 CHF | 97,98% | 97,98% |
05/07/2024 | 2,81% | 0,35 CHF | 0,36 CHF | 750 000 | 250 000 | 731 517 | 243 839 | 256 189 CHF | 87 835 CHF | 98,99% | 98,99% |
04/07/2024 | 2,83% | 0,34 CHF | 0,35 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 261 313 CHF | 89 604 CHF | 99,56% | 99,56% |
03/07/2024 | 2,69% | 0,36 CHF | 0,37 CHF | 600 000 | 200 000 | 603 789 | 201 263 | 221 548 CHF | 75 862 CHF | 97,69% | 97,69% |