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 | 5,72% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 300 519 | 300 519 | 51 003 CHF | 54 008 CHF | 100,00% | 100,00% |
15/07/2024 | 6,61% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 358 784 | 358 784 | 52 505 CHF | 56 093 CHF | 100,00% | 100,00% |
12/07/2024 | 6,59% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 357 759 | 357 759 | 52 468 CHF | 56 045 CHF | 99,69% | 99,69% |
11/07/2024 | 6,55% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 354 689 | 354 689 | 52 373 CHF | 55 920 CHF | 99,13% | 99,13% |
10/07/2024 | 5,95% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 316 724 | 316 724 | 51 672 CHF | 54 839 CHF | 96,08% | 96,08% |
09/07/2024 | 5,61% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 52 022 CHF | 55 022 CHF | 99,65% | 99,65% |
08/07/2024 | 5,75% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 302 609 | 302 609 | 51 111 CHF | 54 137 CHF | 99,84% | 99,84% |
05/07/2024 | 5,86% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 311 018 | 311 018 | 51 525 CHF | 54 636 CHF | 100,00% | 100,00% |
04/07/2024 | 6,06% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 324 977 | 324 977 | 52 020 CHF | 55 270 CHF | 100,00% | 100,00% |
03/07/2024 | 5,76% | 0,16 CHF | 0,17 CHF | 300 000 | 300 000 | 301 575 | 301 575 | 50 826 CHF | 53 842 CHF | 99,25% | 99,25% |