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 | 3,96% | 0,25 CHF | 0,26 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 123 734 CHF | 128 734 CHF | 100,00% | 100,00% |
15/07/2024 | 3,52% | 0,27 CHF | 0,28 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 139 754 CHF | 144 754 CHF | 98,08% | 98,08% |
12/07/2024 | 3,60% | 0,27 CHF | 0,28 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 136 313 CHF | 141 313 CHF | 99,32% | 99,32% |
11/07/2024 | 3,51% | 0,27 CHF | 0,28 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 139 832 CHF | 144 832 CHF | 99,06% | 99,06% |
10/07/2024 | 3,76% | 0,27 CHF | 0,28 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 130 551 CHF | 135 551 CHF | 100,00% | 100,00% |
09/07/2024 | 4,89% | 0,25 CHF | 0,26 CHF | 500 000 | 500 000 | 296 333 | 296 333 | 76 387 CHF | 80 092 CHF | 99,90% | 99,90% |
08/07/2024 | 3,93% | 0,25 CHF | 0,26 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 124 888 CHF | 129 888 CHF | 100,00% | 100,00% |
05/07/2024 | 4,03% | 0,24 CHF | 0,25 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 121 690 CHF | 126 690 CHF | 99,53% | 99,53% |
04/07/2024 | 3,85% | 0,26 CHF | 0,27 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 127 378 CHF | 132 378 CHF | 100,00% | 100,00% |
03/07/2024 | 3,99% | 0,25 CHF | 0,26 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 122 920 CHF | 127 920 CHF | 99,72% | 99,72% |