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 | 3,80% | 0,26 CHF | 0,27 CHF | 200 000 | 50 000 | 199 942 | 50 000 | 51 672 CHF | 13 422 CHF | 87,21% | 87,21% |
15/07/2024 | 3,69% | 0,26 CHF | 0,27 CHF | 200 000 | 50 000 | 193 867 | 50 000 | 51 514 CHF | 13 795 CHF | 99,72% | 99,72% |
12/07/2024 | 3,59% | 0,27 CHF | 0,28 CHF | 190 000 | 50 000 | 186 667 | 50 000 | 50 993 CHF | 14 167 CHF | 99,01% | 99,01% |
11/07/2024 | 3,54% | 0,29 CHF | 0,30 CHF | 180 000 | 50 000 | 184 091 | 50 000 | 51 072 CHF | 14 380 CHF | 96,84% | 96,84% |
10/07/2024 | 3,75% | 0,27 CHF | 0,28 CHF | 190 000 | 50 000 | 198 112 | 50 000 | 51 849 CHF | 13 590 CHF | 99,97% | 99,97% |
09/07/2024 | 3,71% | 0,25 CHF | 0,26 CHF | 200 000 | 50 000 | 194 670 | 50 000 | 51 472 CHF | 13 728 CHF | 100,00% | 100,00% |
08/07/2024 | 3,69% | 0,26 CHF | 0,27 CHF | 200 000 | 50 000 | 194 256 | 50 000 | 51 596 CHF | 13 787 CHF | 99,52% | 99,52% |
05/07/2024 | 3,69% | 0,27 CHF | 0,28 CHF | 190 000 | 50 000 | 193 657 | 50 000 | 51 552 CHF | 13 818 CHF | 98,97% | 98,97% |
04/07/2024 | 4,06% | 0,25 CHF | 0,26 CHF | 200 000 | 50 000 | 208 331 | 50 000 | 50 316 CHF | 12 583 CHF | 100,00% | 100,00% |
03/07/2024 | 4,12% | 0,24 CHF | 0,25 CHF | 210 000 | 50 000 | 211 898 | 50 000 | 50 403 CHF | 12 406 CHF | 100,00% | 100,00% |