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 | 4,10% | 0,24 CHF | 0,25 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 71 642 CHF | 24 881 CHF | 99,17% | 99,17% |
15/07/2024 | 3,99% | 0,24 CHF | 0,25 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 73 656 CHF | 25 552 CHF | 99,16% | 99,16% |
12/07/2024 | 3,93% | 0,25 CHF | 0,26 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 74 941 CHF | 25 980 CHF | 99,16% | 99,16% |
11/07/2024 | 4,17% | 0,25 CHF | 0,26 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 70 594 CHF | 24 531 CHF | 99,16% | 99,16% |
10/07/2024 | 4,31% | 0,23 CHF | 0,24 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 68 098 CHF | 23 699 CHF | 99,17% | 99,17% |
09/07/2024 | 5,62% | 0,18 CHF | 0,19 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 51 956 CHF | 18 319 CHF | 99,17% | 99,17% |
08/07/2024 | 5,79% | 0,16 CHF | 0,17 CHF | 450 000 | 150 000 | 322 955 | 107 652 | 54 027 CHF | 19 086 CHF | 99,16% | 99,16% |
05/07/2024 | 5,65% | 0,17 CHF | 0,18 CHF | 300 000 | 100 000 | 301 429 | 100 476 | 51 809 CHF | 18 274 CHF | 99,15% | 99,15% |
04/07/2024 | 5,85% | 0,16 CHF | 0,17 CHF | 450 000 | 150 000 | 408 675 | 136 225 | 67 698 CHF | 23 928 CHF | 99,17% | 99,17% |
03/07/2024 | 6,14% | 0,16 CHF | 0,17 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 71 128 CHF | 25 209 CHF | 99,15% | 99,15% |