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 | 4,83% | 0,21 CHF | 0,22 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 90 949 CHF | 31 816 CHF | 99,37% | 99,37% |
15/07/2024 | 4,79% | 0,20 CHF | 0,21 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 91 734 CHF | 32 078 CHF | 99,38% | 99,38% |
12/07/2024 | 4,82% | 0,21 CHF | 0,22 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 91 264 CHF | 31 921 CHF | 99,38% | 99,38% |
11/07/2024 | 5,26% | 0,19 CHF | 0,20 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 83 390 CHF | 29 297 CHF | 99,38% | 99,38% |
10/07/2024 | 5,74% | 0,18 CHF | 0,19 CHF | 450 000 | 150 000 | 480 822 | 160 274 | 81 267 CHF | 28 692 CHF | 99,38% | 99,38% |
09/07/2024 | 6,33% | 0,15 CHF | 0,16 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 91 816 CHF | 32 606 CHF | 99,38% | 99,38% |
08/07/2024 | 5,69% | 0,16 CHF | 0,17 CHF | 600 000 | 200 000 | 547 357 | 182 452 | 93 081 CHF | 32 852 CHF | 99,38% | 99,38% |
05/07/2024 | 5,20% | 0,18 CHF | 0,19 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 84 358 CHF | 29 619 CHF | 99,38% | 99,38% |
04/07/2024 | 5,69% | 0,17 CHF | 0,18 CHF | 450 000 | 150 000 | 513 040 | 171 013 | 87 560 CHF | 30 897 CHF | 98,59% | 98,59% |
03/07/2024 | 5,98% | 0,17 CHF | 0,18 CHF | 600 000 | 200 000 | 597 809 | 199 270 | 96 987 CHF | 34 322 CHF | 99,38% | 99,38% |