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 | 6,37% | 0,20 CHF | 0,21 CHF | 250 000 | 75 000 | 269 430 | 75 000 | 51 024 CHF | 15 146 CHF | 99,25% | 99,25% |
15/07/2024 | 6,30% | 0,20 CHF | 0,21 CHF | 250 000 | 75 000 | 250 650 | 75 000 | 50 147 CHF | 15 993 CHF | 99,72% | 99,72% |
12/07/2024 | 6,98% | 0,20 CHF | 0,22 CHF | 250 000 | 75 000 | 255 370 | 75 000 | 50 476 CHF | 15 918 CHF | 98,16% | 98,16% |
11/07/2024 | 5,87% | 0,22 CHF | 0,23 CHF | 230 000 | 75 000 | 241 969 | 75 000 | 50 318 CHF | 16 554 CHF | 98,54% | 98,54% |
10/07/2024 | 9,20% | 0,18 CHF | 0,19 CHF | 280 000 | 100 000 | 269 920 | 94 141 | 45 799 CHF | 17 357 CHF | 100,00% | 100,00% |
09/07/2024 | 8,11% | 0,17 CHF | 0,19 CHF | 300 000 | 100 000 | 296 768 | 100 000 | 50 869 CHF | 18 612 CHF | 100,00% | 100,00% |
08/07/2024 | 6,80% | 0,18 CHF | 0,19 CHF | 280 000 | 75 000 | 265 449 | 75 000 | 50 904 CHF | 15 413 CHF | 100,00% | 100,00% |
05/07/2024 | 6,12% | 0,21 CHF | 0,22 CHF | 240 000 | 75 000 | 236 679 | 75 000 | 50 436 CHF | 17 007 CHF | 98,89% | 98,89% |
04/07/2024 | 5,36% | 0,21 CHF | 0,23 CHF | 240 000 | 75 000 | 238 953 | 75 000 | 50 421 CHF | 16 702 CHF | 100,00% | 100,00% |
03/07/2024 | 5,44% | 0,21 CHF | 0,23 CHF | 240 000 | 100 000 | 245 474 | 100 000 | 50 415 CHF | 21 708 CHF | 100,00% | 100,00% |