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 | 5,42% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 298 833 | 298 832 | 53 679 CHF | 56 667 CHF | 100,00% | 100,00% |
15/07/2024 | 5,38% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 297 503 | 297 503 | 53 784 CHF | 56 760 CHF | 100,00% | 100,00% |
12/07/2024 | 5,50% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 300 094 | 300 094 | 53 050 CHF | 56 051 CHF | 99,77% | 99,77% |
11/07/2024 | 5,76% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 307 755 | 307 755 | 51 908 CHF | 54 985 CHF | 100,00% | 100,00% |
10/07/2024 | 6,04% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 323 171 | 323 171 | 51 843 CHF | 55 074 CHF | 94,70% | 94,70% |
09/07/2024 | 6,04% | 0,15 CHF | 0,16 CHF | 325 000 | 325 000 | 323 195 | 323 195 | 51 855 CHF | 55 087 CHF | 99,67% | 99,67% |
08/07/2024 | 6,01% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 321 209 | 321 208 | 51 830 CHF | 55 042 CHF | 100,00% | 100,00% |
05/07/2024 | 5,70% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 51 174 CHF | 54 174 CHF | 100,00% | 100,00% |
04/07/2024 | 5,64% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 51 738 CHF | 54 738 CHF | 100,00% | 100,00% |
03/07/2024 | 5,59% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 52 202 CHF | 55 202 CHF | 99,31% | 99,31% |