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 | 3,58% | 0,27 CHF | 0,28 CHF | 75 000 | 75 000 | 74 396 | 74 396 | 20 708 CHF | 21 458 CHF | 100,00% | 100,00% |
15/07/2024 | 3,58% | 0,27 CHF | 0,28 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 20 565 CHF | 21 315 CHF | 100,00% | 100,00% |
12/07/2024 | 3,48% | 0,27 CHF | 0,28 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 21 202 CHF | 21 952 CHF | 100,00% | 100,00% |
11/07/2024 | 3,55% | 0,28 CHF | 0,28 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 20 776 CHF | 21 526 CHF | 100,00% | 100,00% |
10/07/2024 | 3,57% | 0,28 CHF | 0,28 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 20 630 CHF | 21 380 CHF | 100,00% | 100,00% |
09/07/2024 | 3,59% | 0,28 CHF | 0,28 CHF | 75 000 | 75 000 | 74 830 | 74 830 | 20 587 CHF | 21 337 CHF | 100,00% | 100,00% |
08/07/2024 | 3,52% | 0,28 CHF | 0,28 CHF | 75 000 | 75 000 | 74 875 | 74 875 | 20 944 CHF | 21 694 CHF | 98,75% | 98,75% |
05/07/2024 | 3,46% | 0,28 CHF | 0,29 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 21 322 CHF | 22 072 CHF | 100,00% | 100,00% |
04/07/2024 | 3,45% | 0,28 CHF | 0,30 CHF | 40 000 | 40 000 | 67 359 | 67 359 | 19 205 CHF | 19 878 CHF | 100,00% | 100,00% |
03/07/2024 | 3,44% | 0,29 CHF | 0,30 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 21 438 CHF | 22 188 CHF | 100,00% | 100,00% |