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 | 5,63% | 0,19 CHF | 0,20 CHF | 750 000 | 250 000 | 885 056 | 295 019 | 152 604 CHF | 53 818 CHF | 96,00% | 96,00% |
15/07/2024 | 5,77% | 0,17 CHF | 0,18 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 151 637 CHF | 53 546 CHF | 95,65% | 95,65% |
12/07/2024 | 4,94% | 0,19 CHF | 0,20 CHF | 900 000 | 300 000 | 775 779 | 258 593 | 152 991 CHF | 53 583 CHF | 99,46% | 99,46% |
11/07/2024 | 4,06% | 0,23 CHF | 0,24 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 181 437 CHF | 62 979 CHF | 98,35% | 98,35% |
10/07/2024 | 4,43% | 0,22 CHF | 0,23 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 165 527 CHF | 57 676 CHF | 96,16% | 96,16% |
09/07/2024 | 4,36% | 0,24 CHF | 0,25 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 168 382 CHF | 58 627 CHF | 96,97% | 96,97% |
08/07/2024 | 5,15% | 0,21 CHF | 0,22 CHF | 750 000 | 250 000 | 773 794 | 257 931 | 146 760 CHF | 51 499 CHF | 93,54% | 93,54% |
05/07/2024 | 4,60% | 0,19 CHF | 0,20 CHF | 900 000 | 300 000 | 765 897 | 255 299 | 162 834 CHF | 56 831 CHF | 96,06% | 96,06% |
04/07/2024 | 4,46% | 0,21 CHF | 0,22 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 164 383 CHF | 57 294 CHF | 99,57% | 99,57% |
03/07/2024 | 4,76% | 0,23 CHF | 0,24 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 154 191 CHF | 53 897 CHF | 98,77% | 98,77% |