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 | 3,42% | 0,30 CHF | 0,31 CHF | 175 000 | 175 000 | 181 091 | 181 092 | 52 025 CHF | 53 836 CHF | 100,00% | 100,00% |
15/07/2024 | 3,41% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 184 794 | 184 794 | 53 303 CHF | 55 151 CHF | 100,00% | 100,00% |
12/07/2024 | 3,21% | 0,31 CHF | 0,32 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 53 696 CHF | 55 446 CHF | 98,45% | 98,45% |
11/07/2024 | 3,15% | 0,33 CHF | 0,34 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 54 800 CHF | 56 550 CHF | 97,41% | 97,41% |
10/07/2024 | 3,37% | 0,30 CHF | 0,31 CHF | 175 000 | 175 000 | 176 557 | 176 558 | 51 472 CHF | 53 237 CHF | 99,79% | 99,79% |
09/07/2024 | 3,33% | 0,27 CHF | 0,28 CHF | 175 000 | 175 000 | 176 562 | 176 562 | 52 115 CHF | 53 881 CHF | 100,00% | 100,00% |
08/07/2024 | 3,34% | 0,29 CHF | 0,30 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 51 590 CHF | 53 340 CHF | 98,97% | 98,97% |
05/07/2024 | 3,26% | 0,31 CHF | 0,32 CHF | 175 000 | 175 000 | 175 066 | 175 066 | 52 830 CHF | 54 581 CHF | 100,00% | 100,00% |
04/07/2024 | 3,77% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 200 266 | 200 267 | 52 195 CHF | 54 198 CHF | 98,16% | 98,16% |
03/07/2024 | 3,85% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 205 275 | 205 275 | 52 256 CHF | 54 309 CHF | 100,00% | 100,00% |