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 | 7,14% | 0,20 CHF | 0,21 CHF | 350 000 | 350 000 | 343 367 | 343 367 | 67 991 CHF | 72 874 CHF | 100,00% | 100,00% |
15/07/2024 | 7,01% | 0,20 CHF | 0,21 CHF | 350 000 | 350 000 | 346 172 | 346 172 | 68 730 CHF | 73 612 CHF | 100,00% | 100,00% |
12/07/2024 | 6,74% | 0,20 CHF | 0,22 CHF | 350 000 | 350 000 | 346 319 | 346 319 | 71 791 CHF | 76 673 CHF | 98,22% | 98,22% |
11/07/2024 | 6,56% | 0,21 CHF | 0,22 CHF | 350 000 | 350 000 | 346 131 | 346 131 | 73 697 CHF | 78 579 CHF | 98,73% | 98,73% |
10/07/2024 | 6,32% | 0,22 CHF | 0,24 CHF | 350 000 | 350 000 | 346 171 | 346 171 | 76 466 CHF | 81 349 CHF | 100,00% | 100,00% |
09/07/2024 | 6,40% | 0,22 CHF | 0,24 CHF | 350 000 | 350 000 | 345 383 | 345 383 | 75 927 CHF | 80 809 CHF | 100,00% | 100,00% |
08/07/2024 | 6,52% | 0,21 CHF | 0,23 CHF | 350 000 | 350 000 | 345 391 | 345 391 | 74 239 CHF | 79 120 CHF | 98,24% | 98,24% |
05/07/2024 | 6,09% | 0,22 CHF | 0,23 CHF | 350 000 | 350 000 | 346 169 | 346 169 | 79 437 CHF | 84 319 CHF | 100,00% | 100,00% |
04/07/2024 | 6,07% | 0,23 CHF | 0,25 CHF | 180 000 | 180 000 | 310 336 | 310 336 | 71 408 CHF | 75 777 CHF | 100,00% | 100,00% |
03/07/2024 | 6,06% | 0,23 CHF | 0,25 CHF | 350 000 | 350 000 | 346 172 | 346 172 | 79 816 CHF | 84 699 CHF | 100,00% | 100,00% |