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 | 1,50% | 0,71 CHF | 0,72 CHF | 450 000 | 150 000 | 599 058 | 199 686 | 396 880 CHF | 134 290 CHF | 96,00% | 96,00% |
15/07/2024 | 1,50% | 0,66 CHF | 0,67 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 398 167 CHF | 134 722 CHF | 95,47% | 95,47% |
12/07/2024 | 1,40% | 0,69 CHF | 0,70 CHF | 600 000 | 200 000 | 497 831 | 165 944 | 351 399 CHF | 118 792 CHF | 99,42% | 99,42% |
11/07/2024 | 1,28% | 0,75 CHF | 0,76 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 349 768 CHF | 118 089 CHF | 98,22% | 98,22% |
10/07/2024 | 1,34% | 0,75 CHF | 0,76 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 334 357 CHF | 112 952 CHF | 96,15% | 96,15% |
09/07/2024 | 1,32% | 0,77 CHF | 0,78 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 339 004 CHF | 114 501 CHF | 96,98% | 96,98% |
08/07/2024 | 1,42% | 0,73 CHF | 0,74 CHF | 450 000 | 150 000 | 450 906 | 150 302 | 314 737 CHF | 106 415 CHF | 93,56% | 93,56% |
05/07/2024 | 1,37% | 0,69 CHF | 0,70 CHF | 450 000 | 150 000 | 455 338 | 151 779 | 331 125 CHF | 111 893 CHF | 96,06% | 96,06% |
04/07/2024 | 1,34% | 0,73 CHF | 0,74 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 332 679 CHF | 112 393 CHF | 99,58% | 99,58% |
03/07/2024 | 1,38% | 0,76 CHF | 0,77 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 324 078 CHF | 109 526 CHF | 98,90% | 98,90% |