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 | 2,87% | 0,37 CHF | 0,38 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 309 533 CHF | 106 178 CHF | 96,02% | 96,02% |
15/07/2024 | 2,88% | 0,34 CHF | 0,35 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 308 574 CHF | 105 858 CHF | 95,49% | 95,49% |
12/07/2024 | 2,68% | 0,36 CHF | 0,37 CHF | 900 000 | 300 000 | 898 140 | 299 380 | 331 316 CHF | 113 433 CHF | 99,47% | 99,47% |
11/07/2024 | 2,39% | 0,40 CHF | 0,41 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 310 283 CHF | 105 928 CHF | 98,39% | 98,39% |
10/07/2024 | 2,53% | 0,39 CHF | 0,40 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 293 198 CHF | 100 232 CHF | 96,14% | 96,14% |
09/07/2024 | 2,49% | 0,41 CHF | 0,42 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 297 212 CHF | 101 571 CHF | 96,95% | 96,95% |
08/07/2024 | 2,71% | 0,38 CHF | 0,39 CHF | 750 000 | 250 000 | 865 433 | 288 478 | 314 212 CHF | 107 622 CHF | 93,55% | 93,55% |
05/07/2024 | 2,57% | 0,36 CHF | 0,37 CHF | 900 000 | 300 000 | 770 138 | 256 713 | 295 190 CHF | 100 964 CHF | 96,06% | 96,06% |
04/07/2024 | 2,54% | 0,39 CHF | 0,40 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 291 932 CHF | 99 811 CHF | 99,58% | 99,58% |
03/07/2024 | 2,62% | 0,40 CHF | 0,41 CHF | 750 000 | 250 000 | 750 141 | 250 047 | 282 638 CHF | 96 713 CHF | 98,89% | 98,89% |