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 | 4,44% | 0,22 CHF | 0,23 CHF | 580 000 | 580 000 | 275 772 | 275 772 | 62 841 CHF | 65 624 CHF | 99,88% | 99,88% |
15/07/2024 | 4,24% | 0,25 CHF | 0,26 CHF | 550 000 | 550 000 | 272 632 | 272 632 | 64 909 CHF | 67 645 CHF | 99,05% | 99,05% |
12/07/2024 | 4,86% | 0,24 CHF | 0,25 CHF | 580 000 | 580 000 | 295 948 | 295 948 | 63 061 CHF | 66 034 CHF | 100,00% | 100,00% |
11/07/2024 | 4,28% | 0,22 CHF | 0,23 CHF | 570 000 | 570 000 | 264 496 | 264 496 | 62 219 CHF | 64 889 CHF | 100,00% | 100,00% |
10/07/2024 | 4,24% | 0,24 CHF | 0,25 CHF | 550 000 | 550 000 | 264 427 | 264 427 | 63 303 CHF | 65 964 CHF | 99,21% | 99,21% |
09/07/2024 | 4,08% | 0,22 CHF | 0,23 CHF | 600 000 | 600 000 | 281 920 | 281 920 | 68 299 CHF | 71 134 CHF | 98,57% | 98,57% |
08/07/2024 | 5,39% | 0,21 CHF | 0,22 CHF | 680 000 | 680 000 | 327 973 | 327 973 | 64 470 CHF | 67 802 CHF | 100,00% | 100,00% |
05/07/2024 | 6,88% | 0,16 CHF | 0,17 CHF | 760 000 | 760 000 | 371 702 | 371 702 | 54 063 CHF | 57 792 CHF | 98,96% | 98,96% |
04/07/2024 | 6,75% | 0,14 CHF | 0,15 CHF | 270 000 | 270 000 | 270 000 | 270 000 | 38 646 CHF | 41 346 CHF | 99,44% | 99,44% |
03/07/2024 | 7,14% | 0,14 CHF | 0,15 CHF | 770 000 | 770 000 | 373 161 | 373 161 | 51 796 CHF | 55 542 CHF | 99,64% | 99,64% |