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 | 5,78% | 0,26 CHF | 0,27 CHF | 350 000 | 350 000 | 343 340 | 343 340 | 90 624 CHF | 95 855 CHF | 100,00% | 100,00% |
15/07/2024 | 5,64% | 0,27 CHF | 0,28 CHF | 350 000 | 350 000 | 346 172 | 346 172 | 92 189 CHF | 97 420 CHF | 100,00% | 100,00% |
12/07/2024 | 5,14% | 0,28 CHF | 0,29 CHF | 350 000 | 350 000 | 346 325 | 346 325 | 101 528 CHF | 106 758 CHF | 98,38% | 98,38% |
11/07/2024 | 5,02% | 0,30 CHF | 0,32 CHF | 350 000 | 350 000 | 346 130 | 346 130 | 103 978 CHF | 109 208 CHF | 98,73% | 98,73% |
10/07/2024 | 4,63% | 0,33 CHF | 0,34 CHF | 350 000 | 350 000 | 346 171 | 346 171 | 112 749 CHF | 117 980 CHF | 100,00% | 100,00% |
09/07/2024 | 4,75% | 0,33 CHF | 0,35 CHF | 350 000 | 350 000 | 345 381 | 345 381 | 110 043 CHF | 115 274 CHF | 100,00% | 100,00% |
08/07/2024 | 4,72% | 0,32 CHF | 0,34 CHF | 350 000 | 350 000 | 345 372 | 345 372 | 111 010 CHF | 116 240 CHF | 98,26% | 98,26% |
05/07/2024 | 4,52% | 0,33 CHF | 0,35 CHF | 350 000 | 350 000 | 346 169 | 346 169 | 115 547 CHF | 120 777 CHF | 100,00% | 100,00% |
04/07/2024 | 4,59% | 0,33 CHF | 0,35 CHF | 180 000 | 180 000 | 310 336 | 310 336 | 101 959 CHF | 106 640 CHF | 100,00% | 100,00% |
03/07/2024 | 4,57% | 0,34 CHF | 0,35 CHF | 350 000 | 350 000 | 346 171 | 346 171 | 114 403 CHF | 119 634 CHF | 100,00% | 100,00% |