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 | 7,59% | 0,19 CHF | 0,20 CHF | 350 000 | 350 000 | 343 351 | 343 351 | 63 784 CHF | 68 666 CHF | 100,00% | 100,00% |
15/07/2024 | 7,48% | 0,19 CHF | 0,20 CHF | 350 000 | 350 000 | 346 171 | 346 171 | 64 285 CHF | 69 167 CHF | 100,00% | 100,00% |
12/07/2024 | 7,40% | 0,19 CHF | 0,20 CHF | 350 000 | 350 000 | 346 109 | 346 109 | 65 071 CHF | 69 952 CHF | 98,46% | 98,46% |
11/07/2024 | 7,23% | 0,19 CHF | 0,20 CHF | 350 000 | 350 000 | 346 129 | 346 129 | 66 602 CHF | 71 484 CHF | 98,73% | 98,73% |
10/07/2024 | 7,16% | 0,20 CHF | 0,21 CHF | 350 000 | 350 000 | 346 170 | 346 170 | 67 262 CHF | 72 145 CHF | 100,00% | 100,00% |
09/07/2024 | 7,19% | 0,19 CHF | 0,21 CHF | 350 000 | 350 000 | 345 372 | 345 372 | 67 337 CHF | 72 219 CHF | 99,99% | 99,99% |
08/07/2024 | 7,42% | 0,19 CHF | 0,20 CHF | 350 000 | 350 000 | 345 388 | 345 388 | 64 953 CHF | 69 834 CHF | 98,22% | 98,22% |
05/07/2024 | 6,96% | 0,19 CHF | 0,20 CHF | 350 000 | 350 000 | 346 169 | 346 169 | 69 172 CHF | 74 055 CHF | 100,00% | 100,00% |
04/07/2024 | 6,89% | 0,20 CHF | 0,22 CHF | 180 000 | 180 000 | 310 336 | 310 336 | 62 704 CHF | 67 073 CHF | 100,00% | 100,00% |
03/07/2024 | 6,89% | 0,20 CHF | 0,22 CHF | 350 000 | 350 000 | 346 171 | 346 171 | 69 909 CHF | 74 791 CHF | 100,00% | 100,00% |