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 | 5,12% | 0,19 CHF | 0,20 CHF | 250 000 | 250 000 | 272 945 | 272 945 | 51 922 CHF | 54 652 CHF | 100,00% | 100,00% |
15/07/2024 | 5,05% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 266 500 | 266 500 | 51 450 CHF | 54 115 CHF | 100,00% | 100,00% |
12/07/2024 | 5,00% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 262 303 | 262 303 | 51 123 CHF | 53 746 CHF | 99,68% | 99,68% |
11/07/2024 | 5,17% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 279 358 | 279 358 | 52 606 CHF | 55 400 CHF | 99,43% | 99,43% |
10/07/2024 | 5,39% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 295 005 | 295 005 | 53 217 CHF | 56 167 CHF | 96,10% | 96,10% |
09/07/2024 | 5,71% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 306 240 | 306 240 | 52 168 CHF | 55 231 CHF | 99,67% | 99,67% |
08/07/2024 | 4,38% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 239 804 | 239 804 | 53 554 CHF | 55 952 CHF | 99,84% | 99,84% |
05/07/2024 | 4,10% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 224 999 | 224 999 | 53 710 CHF | 55 960 CHF | 100,00% | 100,00% |
04/07/2024 | 3,92% | 0,25 CHF | 0,26 CHF | 225 000 | 225 000 | 206 363 | 206 363 | 51 651 CHF | 53 714 CHF | 100,00% | 100,00% |
03/07/2024 | 4,56% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 250 649 | 250 649 | 53 705 CHF | 56 212 CHF | 99,25% | 99,25% |