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 | 2,29% | 0,46 CHF | 0,47 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 324 613 CHF | 110 704 CHF | 96,00% | 96,00% |
15/07/2024 | 2,30% | 0,43 CHF | 0,44 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 322 153 CHF | 109 884 CHF | 95,65% | 95,65% |
12/07/2024 | 2,15% | 0,45 CHF | 0,46 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 345 580 CHF | 117 693 CHF | 99,41% | 99,41% |
11/07/2024 | 1,94% | 0,49 CHF | 0,50 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 382 531 CHF | 130 010 CHF | 98,28% | 98,28% |
10/07/2024 | 2,05% | 0,49 CHF | 0,50 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 362 766 CHF | 123 422 CHF | 96,15% | 96,15% |
09/07/2024 | 2,01% | 0,50 CHF | 0,51 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 369 172 CHF | 125 557 CHF | 96,95% | 96,95% |
08/07/2024 | 2,18% | 0,47 CHF | 0,48 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 340 947 CHF | 116 149 CHF | 93,54% | 93,54% |
05/07/2024 | 2,08% | 0,45 CHF | 0,46 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 356 527 CHF | 121 342 CHF | 96,09% | 96,09% |
04/07/2024 | 2,03% | 0,48 CHF | 0,49 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 365 648 CHF | 124 383 CHF | 99,56% | 99,56% |
03/07/2024 | 2,11% | 0,50 CHF | 0,51 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 351 216 CHF | 119 572 CHF | 98,83% | 98,83% |