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 | 3,25% | 0,36 CHF | 0,37 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 91 072 CHF | 31 357 CHF | 94,85% | 94,85% |
15/07/2024 | 3,33% | 0,30 CHF | 0,31 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 88 555 CHF | 30 518 CHF | 86,30% | 86,30% |
12/07/2024 | 2,76% | 0,34 CHF | 0,35 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 107 321 CHF | 36 774 CHF | 99,38% | 99,38% |
11/07/2024 | 2,16% | 0,43 CHF | 0,44 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 137 944 CHF | 46 982 CHF | 98,06% | 98,06% |
10/07/2024 | 2,44% | 0,42 CHF | 0,43 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 121 401 CHF | 41 467 CHF | 95,96% | 95,96% |
09/07/2024 | 2,36% | 0,44 CHF | 0,45 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 125 443 CHF | 42 814 CHF | 96,74% | 96,74% |
08/07/2024 | 2,96% | 0,37 CHF | 0,38 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 100 434 CHF | 34 478 CHF | 93,03% | 93,03% |
05/07/2024 | 2,59% | 0,32 CHF | 0,33 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 115 010 CHF | 39 337 CHF | 95,59% | 95,59% |
04/07/2024 | 2,49% | 0,38 CHF | 0,39 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 119 139 CHF | 40 713 CHF | 99,37% | 99,37% |
03/07/2024 | 2,74% | 0,43 CHF | 0,44 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 108 615 CHF | 37 205 CHF | 97,81% | 97,81% |