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 | 3,82% | 0,24 CHF | 0,25 CHF | 750 000 | 250 000 | 750 959 | 250 320 | 193 057 CHF | 66 856 CHF | 97,58% | 97,58% |
15/07/2024 | 4,06% | 0,24 CHF | 0,25 CHF | 750 000 | 250 000 | 752 601 | 250 867 | 181 791 CHF | 63 106 CHF | 96,50% | 96,50% |
12/07/2024 | 4,11% | 0,24 CHF | 0,25 CHF | 750 000 | 250 000 | 838 613 | 279 538 | 199 425 CHF | 69 270 CHF | 92,10% | 92,10% |
11/07/2024 | 3,69% | 0,25 CHF | 0,26 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 199 891 CHF | 69 130 CHF | 98,45% | 98,45% |
10/07/2024 | 3,23% | 0,30 CHF | 0,31 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 228 782 CHF | 78 761 CHF | 98,43% | 98,43% |
09/07/2024 | 3,34% | 0,32 CHF | 0,33 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 220 907 CHF | 76 136 CHF | 97,83% | 97,83% |
08/07/2024 | 3,76% | 0,27 CHF | 0,28 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 195 481 CHF | 67 660 CHF | 98,04% | 98,04% |
05/07/2024 | 3,73% | 0,27 CHF | 0,28 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 197 460 CHF | 68 320 CHF | 98,99% | 98,99% |
04/07/2024 | 3,75% | 0,26 CHF | 0,27 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 196 524 CHF | 68 008 CHF | 99,56% | 99,56% |
03/07/2024 | 3,53% | 0,28 CHF | 0,29 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 208 662 CHF | 72 054 CHF | 97,67% | 97,67% |