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 | 1,27% | 0,72 CHF | 0,73 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 235 673 CHF | 79 558 CHF | 94,78% | 94,78% |
15/07/2024 | 1,26% | 0,79 CHF | 0,80 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 236 794 CHF | 79 931 CHF | 86,23% | 86,23% |
12/07/2024 | 1,37% | 0,75 CHF | 0,76 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 218 171 CHF | 73 724 CHF | 99,31% | 99,31% |
11/07/2024 | 1,59% | 0,65 CHF | 0,66 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 187 629 CHF | 63 543 CHF | 97,99% | 97,99% |
10/07/2024 | 1,45% | 0,68 CHF | 0,69 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 205 738 CHF | 69 580 CHF | 95,90% | 95,90% |
09/07/2024 | 1,47% | 0,65 CHF | 0,66 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 201 956 CHF | 68 319 CHF | 96,67% | 96,67% |
08/07/2024 | 1,32% | 0,72 CHF | 0,73 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 226 393 CHF | 76 465 CHF | 92,95% | 92,95% |
05/07/2024 | 1,39% | 0,78 CHF | 0,79 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 213 921 CHF | 72 307 CHF | 95,53% | 95,53% |
04/07/2024 | 1,41% | 0,72 CHF | 0,73 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 210 674 CHF | 71 225 CHF | 99,31% | 99,31% |
03/07/2024 | 1,35% | 0,67 CHF | 0,68 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 221 526 CHF | 74 842 CHF | 97,74% | 97,74% |