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 | 6,39% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 345 712 | 345 714 | 52 401 CHF | 55 858 CHF | 100,00% | 100,00% |
15/07/2024 | 6,17% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 332 347 | 332 347 | 52 153 CHF | 55 476 CHF | 100,00% | 100,00% |
12/07/2024 | 5,78% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 305 147 | 305 146 | 51 275 CHF | 54 326 CHF | 98,45% | 98,45% |
11/07/2024 | 5,54% | 0,18 CHF | 0,19 CHF | 275 000 | 275 000 | 296 333 | 296 334 | 52 077 CHF | 55 041 CHF | 96,53% | 96,53% |
10/07/2024 | 6,24% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 336 018 | 336 017 | 52 190 CHF | 55 550 CHF | 99,80% | 99,80% |
09/07/2024 | 5,94% | 0,14 CHF | 0,15 CHF | 350 000 | 350 000 | 319 695 | 319 691 | 52 215 CHF | 55 411 CHF | 100,00% | 100,00% |
08/07/2024 | 5,74% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 304 321 | 304 321 | 51 474 CHF | 54 517 CHF | 98,97% | 98,97% |
05/07/2024 | 5,97% | 0,17 CHF | 0,18 CHF | 325 000 | 325 000 | 320 675 | 320 677 | 52 127 CHF | 55 334 CHF | 100,00% | 100,00% |
04/07/2024 | 7,10% | 0,15 CHF | 0,16 CHF | 375 000 | 375 000 | 385 261 | 385 261 | 52 393 CHF | 56 246 CHF | 98,16% | 98,16% |
03/07/2024 | 7,32% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 395 440 | 395 441 | 52 083 CHF | 56 038 CHF | 100,00% | 100,00% |