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 | 7,06% | 0,24 CHF | 0,25 CHF | 210 000 | 100 000 | 185 151 | 90 634 | 44 850 CHF | 22 963 CHF | 99,55% | 99,55% |
15/07/2024 | 3,81% | 0,26 CHF | 0,27 CHF | 200 000 | 100 000 | 199 766 | 100 000 | 51 406 CHF | 26 734 CHF | 99,75% | 99,75% |
12/07/2024 | 3,88% | 0,26 CHF | 0,27 CHF | 200 000 | 100 000 | 199 720 | 99 965 | 50 678 CHF | 26 373 CHF | 98,93% | 98,93% |
11/07/2024 | 4,38% | 0,27 CHF | 0,28 CHF | 190 000 | 100 000 | 209 214 | 99 069 | 50 212 CHF | 25 019 CHF | 97,77% | 97,77% |
10/07/2024 | 4,28% | 0,21 CHF | 0,22 CHF | 240 000 | 100 000 | 220 834 | 100 000 | 50 544 CHF | 23 917 CHF | 99,99% | 99,99% |
09/07/2024 | 4,22% | 0,23 CHF | 0,24 CHF | 220 000 | 100 000 | 217 871 | 100 000 | 50 552 CHF | 24 213 CHF | 100,00% | 100,00% |
08/07/2024 | 3,85% | 0,24 CHF | 0,25 CHF | 210 000 | 100 000 | 199 739 | 100 000 | 50 875 CHF | 26 480 CHF | 100,00% | 100,00% |
05/07/2024 | 4,18% | 0,24 CHF | 0,25 CHF | 210 000 | 100 000 | 214 998 | 99 972 | 50 476 CHF | 24 487 CHF | 98,88% | 98,88% |
04/07/2024 | 4,55% | 0,22 CHF | 0,23 CHF | 230 000 | 100 000 | 235 162 | 100 000 | 50 527 CHF | 22 520 CHF | 97,76% | 97,76% |
03/07/2024 | 5,00% | 0,22 CHF | 0,23 CHF | 230 000 | 100 000 | 260 865 | 100 000 | 50 849 CHF | 20 582 CHF | 99,42% | 99,42% |