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 | 4,38% | 0,25 CHF | 0,26 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 167 739 CHF | 58 413 CHF | 96,06% | 96,06% |
15/07/2024 | 4,45% | 0,22 CHF | 0,23 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 164 969 CHF | 57 490 CHF | 95,57% | 95,57% |
12/07/2024 | 3,86% | 0,24 CHF | 0,25 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 190 647 CHF | 66 049 CHF | 99,42% | 99,42% |
11/07/2024 | 3,24% | 0,29 CHF | 0,30 CHF | 600 000 | 200 000 | 602 537 | 200 846 | 182 943 CHF | 62 989 CHF | 98,05% | 98,05% |
10/07/2024 | 3,51% | 0,28 CHF | 0,29 CHF | 600 000 | 200 000 | 634 469 | 211 490 | 177 659 CHF | 61 335 CHF | 96,14% | 96,14% |
09/07/2024 | 3,45% | 0,30 CHF | 0,31 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 170 777 CHF | 58 926 CHF | 96,95% | 96,95% |
08/07/2024 | 3,98% | 0,27 CHF | 0,28 CHF | 750 000 | 250 000 | 738 980 | 246 327 | 181 994 CHF | 63 128 CHF | 93,55% | 93,55% |
05/07/2024 | 3,63% | 0,24 CHF | 0,25 CHF | 750 000 | 250 000 | 729 007 | 243 002 | 197 812 CHF | 68 368 CHF | 96,07% | 96,07% |
04/07/2024 | 3,52% | 0,27 CHF | 0,28 CHF | 750 000 | 250 000 | 747 208 | 249 069 | 208 600 CHF | 72 024 CHF | 99,58% | 99,58% |
03/07/2024 | 3,79% | 0,29 CHF | 0,30 CHF | 600 000 | 200 000 | 728 180 | 242 727 | 188 495 CHF | 65 259 CHF | 98,87% | 98,87% |