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 | 4,24% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 51 916 CHF | 54 166 CHF | 99,99% | 99,99% |
15/07/2024 | 4,28% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 229 684 | 229 684 | 52 445 CHF | 54 742 CHF | 100,00% | 100,00% |
12/07/2024 | 4,37% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 237 847 | 237 848 | 53 274 CHF | 55 652 CHF | 99,77% | 99,77% |
11/07/2024 | 4,78% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 253 771 | 253 771 | 51 893 CHF | 54 431 CHF | 100,00% | 100,00% |
10/07/2024 | 5,51% | 0,20 CHF | 0,21 CHF | 275 000 | 275 000 | 296 248 | 296 248 | 52 278 CHF | 55 241 CHF | 94,69% | 94,69% |
09/07/2024 | 5,55% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 52 587 CHF | 55 587 CHF | 99,67% | 99,67% |
08/07/2024 | 5,60% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 302 785 | 302 784 | 52 581 CHF | 55 608 CHF | 100,00% | 100,00% |
05/07/2024 | 5,55% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 52 579 CHF | 55 579 CHF | 100,00% | 100,00% |
04/07/2024 | 5,64% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 51 734 CHF | 54 734 CHF | 100,00% | 100,00% |
03/07/2024 | 5,69% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 301 573 | 301 573 | 51 465 CHF | 54 481 CHF | 99,33% | 99,33% |