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 | 4,60% | 0,21 CHF | 0,22 CHF | 400 000 | 400 000 | 191 782 | 191 782 | 42 076 CHF | 44 012 CHF | 99,88% | 99,88% |
15/07/2024 | 4,30% | 0,24 CHF | 0,25 CHF | 380 000 | 380 000 | 189 724 | 189 724 | 44 381 CHF | 46 286 CHF | 99,05% | 99,05% |
12/07/2024 | 5,16% | 0,23 CHF | 0,24 CHF | 380 000 | 380 000 | 190 725 | 190 725 | 38 558 CHF | 40 474 CHF | 100,00% | 100,00% |
11/07/2024 | 4,34% | 0,21 CHF | 0,22 CHF | 400 000 | 400 000 | 190 765 | 190 765 | 44 097 CHF | 46 022 CHF | 99,99% | 99,99% |
10/07/2024 | 4,26% | 0,24 CHF | 0,25 CHF | 380 000 | 380 000 | 188 663 | 188 663 | 44 849 CHF | 46 747 CHF | 100,00% | 100,00% |
09/07/2024 | 4,05% | 0,22 CHF | 0,23 CHF | 400 000 | 400 000 | 192 969 | 192 969 | 46 954 CHF | 48 895 CHF | 98,75% | 98,75% |
08/07/2024 | 5,78% | 0,20 CHF | 0,21 CHF | 400 000 | 400 000 | 192 767 | 192 767 | 35 691 CHF | 37 650 CHF | 100,00% | 100,00% |
05/07/2024 | 8,14% | 0,14 CHF | 0,15 CHF | 420 000 | 420 000 | 206 055 | 206 055 | 25 260 CHF | 27 327 CHF | 98,97% | 98,97% |
04/07/2024 | 8,01% | 0,12 CHF | 0,13 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 17 971 CHF | 19 471 CHF | 99,44% | 99,44% |
03/07/2024 | 8,53% | 0,12 CHF | 0,13 CHF | 420 000 | 420 000 | 205 629 | 205 629 | 23 711 CHF | 25 775 CHF | 99,64% | 99,64% |