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 | 6,58% | 0,21 CHF | 0,23 CHF | 350 000 | 350 000 | 343 345 | 343 345 | 73 908 CHF | 78 790 CHF | 99,99% | 99,99% |
15/07/2024 | 6,47% | 0,21 CHF | 0,23 CHF | 350 000 | 350 000 | 346 172 | 346 172 | 74 683 CHF | 79 565 CHF | 100,00% | 100,00% |
12/07/2024 | 6,08% | 0,22 CHF | 0,24 CHF | 350 000 | 350 000 | 346 319 | 346 319 | 79 842 CHF | 84 725 CHF | 98,22% | 98,22% |
11/07/2024 | 6,23% | 0,23 CHF | 0,25 CHF | 350 000 | 350 000 | 346 129 | 346 129 | 81 208 CHF | 86 321 CHF | 98,73% | 98,73% |
10/07/2024 | 6,00% | 0,25 CHF | 0,27 CHF | 350 000 | 350 000 | 346 170 | 346 170 | 86 522 CHF | 91 753 CHF | 100,00% | 100,00% |
09/07/2024 | 6,12% | 0,25 CHF | 0,27 CHF | 350 000 | 350 000 | 345 384 | 345 384 | 84 934 CHF | 90 164 CHF | 100,00% | 100,00% |
08/07/2024 | 6,16% | 0,25 CHF | 0,26 CHF | 350 000 | 350 000 | 345 378 | 345 378 | 84 308 CHF | 89 539 CHF | 98,27% | 98,27% |
05/07/2024 | 5,82% | 0,25 CHF | 0,27 CHF | 350 000 | 350 000 | 346 169 | 346 169 | 89 150 CHF | 94 381 CHF | 100,00% | 100,00% |
04/07/2024 | 5,86% | 0,26 CHF | 0,28 CHF | 180 000 | 180 000 | 310 336 | 310 336 | 79 269 CHF | 83 949 CHF | 100,00% | 100,00% |
03/07/2024 | 5,87% | 0,26 CHF | 0,28 CHF | 350 000 | 350 000 | 346 171 | 346 171 | 88 493 CHF | 93 724 CHF | 100,00% | 100,00% |