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 | 2,36% | 0,42 CHF | 0,43 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 125 869 CHF | 42 956 CHF | 96,24% | 96,24% |
15/07/2024 | 2,52% | 0,36 CHF | 0,37 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 117 783 CHF | 40 261 CHF | 92,11% | 92,11% |
12/07/2024 | 2,42% | 0,42 CHF | 0,43 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 122 418 CHF | 41 806 CHF | 94,01% | 94,01% |
11/07/2024 | 2,58% | 0,40 CHF | 0,41 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 114 790 CHF | 39 263 CHF | 93,66% | 93,66% |
10/07/2024 | 2,58% | 0,38 CHF | 0,39 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 115 003 CHF | 39 334 CHF | 87,73% | 87,73% |
09/07/2024 | 2,74% | 0,36 CHF | 0,37 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 107 827 CHF | 36 943 CHF | 93,78% | 93,78% |
08/07/2024 | 2,50% | 0,39 CHF | 0,40 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 118 612 CHF | 40 537 CHF | 89,68% | 89,68% |
05/07/2024 | 2,44% | 0,38 CHF | 0,39 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 121 475 CHF | 41 492 CHF | 98,72% | 98,72% |
04/07/2024 | 2,84% | 0,35 CHF | 0,36 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 104 242 CHF | 35 747 CHF | 86,00% | 86,00% |
03/07/2024 | 2,97% | 0,33 CHF | 0,34 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 99 415 CHF | 34 138 CHF | 94,47% | 94,47% |