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 | 3,92% | 0,37 CHF | 0,38 CHF | 350 000 | 350 000 | 343 357 | 343 357 | 135 012 CHF | 140 243 CHF | 100,00% | 100,00% |
15/07/2024 | 3,77% | 0,40 CHF | 0,41 CHF | 350 000 | 350 000 | 346 171 | 346 171 | 139 153 CHF | 144 384 CHF | 100,00% | 100,00% |
12/07/2024 | 3,39% | 0,42 CHF | 0,43 CHF | 350 000 | 350 000 | 346 109 | 346 109 | 155 386 CHF | 160 616 CHF | 98,46% | 98,46% |
11/07/2024 | 3,29% | 0,46 CHF | 0,47 CHF | 350 000 | 350 000 | 346 127 | 346 127 | 159 903 CHF | 165 134 CHF | 98,74% | 98,74% |
10/07/2024 | 4,02% | 0,50 CHF | 0,52 CHF | 350 000 | 350 000 | 346 170 | 346 170 | 173 640 CHF | 180 615 CHF | 100,00% | 100,00% |
09/07/2024 | 4,10% | 0,51 CHF | 0,53 CHF | 350 000 | 350 000 | 345 384 | 345 384 | 170 669 CHF | 177 643 CHF | 100,00% | 100,00% |
08/07/2024 | 3,97% | 0,48 CHF | 0,50 CHF | 350 000 | 350 000 | 345 377 | 345 377 | 169 304 CHF | 176 012 CHF | 98,25% | 98,25% |
05/07/2024 | 3,95% | 0,51 CHF | 0,53 CHF | 350 000 | 350 000 | 346 169 | 346 169 | 176 798 CHF | 183 773 CHF | 100,00% | 100,00% |
04/07/2024 | 4,01% | 0,51 CHF | 0,53 CHF | 180 000 | 180 000 | 310 336 | 310 336 | 155 773 CHF | 162 014 CHF | 100,00% | 100,00% |
03/07/2024 | 4,00% | 0,51 CHF | 0,53 CHF | 350 000 | 350 000 | 346 171 | 346 171 | 174 490 CHF | 181 464 CHF | 100,00% | 100,00% |