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 | 4,46% | 0,20 CHF | 0,21 CHF | 750 000 | 250 000 | 749 563 | 249 854 | 164 726 CHF | 57 407 CHF | 97,49% | 97,49% |
15/07/2024 | 4,83% | 0,20 CHF | 0,21 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 151 728 CHF | 53 076 CHF | 96,49% | 96,49% |
12/07/2024 | 4,84% | 0,20 CHF | 0,21 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 151 467 CHF | 52 989 CHF | 91,97% | 91,97% |
11/07/2024 | 4,20% | 0,22 CHF | 0,23 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 175 185 CHF | 60 895 CHF | 98,50% | 98,50% |
10/07/2024 | 3,54% | 0,27 CHF | 0,28 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 166 669 CHF | 57 557 CHF | 98,34% | 98,34% |
09/07/2024 | 3,70% | 0,29 CHF | 0,30 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 159 617 CHF | 55 206 CHF | 97,90% | 97,90% |
08/07/2024 | 4,24% | 0,24 CHF | 0,25 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 173 027 CHF | 60 176 CHF | 98,09% | 98,09% |
05/07/2024 | 4,16% | 0,24 CHF | 0,25 CHF | 750 000 | 250 000 | 749 839 | 249 946 | 176 610 CHF | 61 370 CHF | 99,02% | 99,02% |
04/07/2024 | 4,20% | 0,23 CHF | 0,24 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 174 906 CHF | 60 802 CHF | 99,57% | 99,57% |
03/07/2024 | 3,91% | 0,25 CHF | 0,26 CHF | 750 000 | 250 000 | 631 009 | 210 336 | 158 187 CHF | 54 832 CHF | 97,69% | 97,69% |