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% | 0,22 CHF | 0,23 CHF | 500 000 | 500 000 | 495 788 | 495 788 | 129 847 CHF | 134 847 CHF | 99,99% | 99,99% |
15/07/2024 | 5,93% | 0,22 CHF | 0,23 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 83 251 CHF | 88 251 CHF | 95,08% | 95,08% |
12/07/2024 | 5,08% | 0,16 CHF | 0,17 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 96 706 CHF | 101 706 CHF | 100,00% | 100,00% |
11/07/2024 | 3,86% | 0,24 CHF | 0,25 CHF | 470 000 | 470 000 | 470 000 | 470 000 | 119 781 CHF | 124 481 CHF | 99,89% | 99,89% |
10/07/2024 | 2,41% | 0,34 CHF | 0,35 CHF | 390 000 | 390 000 | 390 000 | 390 000 | 160 605 CHF | 164 505 CHF | 100,00% | 100,00% |
09/07/2024 | 2,62% | 0,45 CHF | 0,46 CHF | 400 000 | 400 000 | 398 536 | 398 536 | 152 776 CHF | 156 776 CHF | 100,00% | 100,00% |
08/07/2024 | 2,27% | 0,44 CHF | 0,45 CHF | 380 000 | 380 000 | 379 317 | 379 317 | 166 787 CHF | 170 587 CHF | 100,00% | 100,00% |
05/07/2024 | 2,30% | 0,51 CHF | 0,52 CHF | 420 000 | 420 000 | 420 000 | 420 000 | 182 066 CHF | 186 266 CHF | 99,98% | 99,98% |
04/07/2024 | 2,18% | 0,42 CHF | 0,43 CHF | 390 000 | 390 000 | 390 000 | 390 000 | 178 230 CHF | 182 130 CHF | 100,00% | 100,00% |
03/07/2024 | 2,00% | 0,49 CHF | 0,50 CHF | 380 000 | 380 000 | 380 000 | 380 000 | 188 789 CHF | 192 589 CHF | 100,00% | 100,00% |