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 | 7,24% | 0,20 CHF | 0,21 CHF | 350 000 | 350 000 | 343 352 | 343 352 | 66 937 CHF | 71 820 CHF | 100,00% | 100,00% |
15/07/2024 | 7,12% | 0,19 CHF | 0,21 CHF | 350 000 | 350 000 | 346 172 | 346 172 | 67 635 CHF | 72 518 CHF | 100,00% | 100,00% |
12/07/2024 | 6,75% | 0,20 CHF | 0,22 CHF | 350 000 | 350 000 | 346 328 | 346 328 | 71 567 CHF | 76 450 CHF | 98,21% | 98,21% |
11/07/2024 | 6,59% | 0,21 CHF | 0,22 CHF | 350 000 | 350 000 | 346 129 | 346 129 | 73 278 CHF | 78 160 CHF | 98,73% | 98,73% |
10/07/2024 | 6,44% | 0,22 CHF | 0,24 CHF | 350 000 | 350 000 | 346 170 | 346 170 | 75 057 CHF | 79 939 CHF | 100,00% | 100,00% |
09/07/2024 | 6,46% | 0,22 CHF | 0,23 CHF | 350 000 | 350 000 | 345 730 | 345 730 | 75 072 CHF | 79 955 CHF | 99,87% | 99,87% |
08/07/2024 | 6,68% | 0,21 CHF | 0,22 CHF | 350 000 | 350 000 | 345 381 | 345 381 | 72 414 CHF | 77 296 CHF | 98,27% | 98,27% |
05/07/2024 | 6,20% | 0,21 CHF | 0,23 CHF | 350 000 | 350 000 | 346 169 | 346 169 | 77 961 CHF | 82 843 CHF | 100,00% | 100,00% |
04/07/2024 | 6,17% | 0,23 CHF | 0,24 CHF | 180 000 | 180 000 | 310 336 | 310 336 | 70 265 CHF | 74 633 CHF | 100,00% | 100,00% |
03/07/2024 | 6,15% | 0,23 CHF | 0,24 CHF | 350 000 | 350 000 | 346 171 | 346 171 | 78 641 CHF | 83 523 CHF | 100,00% | 100,00% |