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 | 5,13% | 0,19 CHF | 0,20 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 95 000 CHF | 100 000 CHF | 100,00% | 100,00% |
15/07/2024 | 5,52% | 0,19 CHF | 0,20 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 88 178 CHF | 93 178 CHF | 95,22% | 95,22% |
12/07/2024 | 5,55% | 0,18 CHF | 0,19 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 87 594 CHF | 92 594 CHF | 99,01% | 99,01% |
11/07/2024 | 5,38% | 0,19 CHF | 0,20 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 90 428 CHF | 95 428 CHF | 89,99% | 89,99% |
10/07/2024 | 4,70% | 0,20 CHF | 0,21 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 104 016 CHF | 109 016 CHF | 100,00% | 100,00% |
09/07/2024 | 4,79% | 0,21 CHF | 0,22 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 101 999 CHF | 106 999 CHF | 100,00% | 100,00% |
08/07/2024 | 4,65% | 0,21 CHF | 0,22 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 104 967 CHF | 109 967 CHF | 99,71% | 99,71% |
05/07/2024 | 4,63% | 0,22 CHF | 0,23 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 105 481 CHF | 110 481 CHF | 98,81% | 98,81% |
04/07/2024 | 4,62% | 0,21 CHF | 0,22 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 105 767 CHF | 110 767 CHF | 100,00% | 100,00% |
03/07/2024 | - | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |