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 | 4,67% | 0,22 CHF | 0,23 CHF | 230 000 | 20 000 | 241 082 | 20 000 | 50 378 CHF | 4 384 CHF | 97,47% | 97,47% |
15/07/2024 | 3,98% | 0,23 CHF | 0,24 CHF | 220 000 | 20 000 | 205 482 | 20 000 | 50 593 CHF | 5 130 CHF | 89,06% | 89,06% |
12/07/2024 | 3,91% | 0,24 CHF | 0,25 CHF | 210 000 | 10 000 | 204 148 | 10 000 | 51 238 CHF | 2 622 CHF | 96,83% | 96,83% |
11/07/2024 | 3,80% | 0,28 CHF | 0,29 CHF | 180 000 | 20 000 | 197 481 | 20 000 | 50 958 CHF | 5 380 CHF | 99,08% | 99,08% |
10/07/2024 | 4,03% | 0,23 CHF | 0,24 CHF | 220 000 | 20 000 | 206 802 | 20 000 | 50 285 CHF | 5 070 CHF | 99,42% | 99,42% |
09/07/2024 | 3,74% | 0,25 CHF | 0,26 CHF | 200 000 | 20 000 | 194 561 | 20 000 | 51 116 CHF | 5 460 CHF | 99,90% | 99,90% |
08/07/2024 | 3,55% | 0,26 CHF | 0,27 CHF | 200 000 | 10 000 | 184 029 | 10 000 | 50 976 CHF | 2 874 CHF | 100,00% | 100,00% |
05/07/2024 | 3,45% | 0,29 CHF | 0,30 CHF | 180 000 | 20 000 | 180 368 | 20 000 | 51 423 CHF | 5 904 CHF | 98,86% | 98,86% |
04/07/2024 | 3,89% | 0,25 CHF | 0,26 CHF | 200 000 | 20 000 | 200 330 | 20 000 | 50 558 CHF | 5 248 CHF | 100,00% | 100,00% |
03/07/2024 | 4,53% | 0,22 CHF | 0,23 CHF | 230 000 | 20 000 | 233 918 | 20 000 | 50 521 CHF | 4 522 CHF | 82,74% | 82,74% |