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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 3,76% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 52 170 CHF | 54 170 CHF | 99,59% | 99,59% |
16/07/2024 | 3,79% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 202 088 | 202 088 | 52 378 CHF | 54 399 CHF | 100,00% | 100,00% |
15/07/2024 | 3,49% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 194 276 | 194 276 | 54 680 CHF | 56 623 CHF | 100,00% | 100,00% |
12/07/2024 | 3,37% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 180 456 | 180 456 | 52 658 CHF | 54 463 CHF | 99,67% | 99,67% |
11/07/2024 | 3,41% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 183 017 | 183 017 | 52 730 CHF | 54 560 CHF | 99,42% | 99,42% |
10/07/2024 | 3,39% | 0,29 CHF | 0,30 CHF | 175 000 | 175 000 | 177 975 | 177 975 | 51 615 CHF | 53 394 CHF | 96,08% | 96,08% |
09/07/2024 | 3,38% | 0,29 CHF | 0,30 CHF | 175 000 | 175 000 | 175 782 | 175 782 | 51 147 CHF | 52 905 CHF | 99,66% | 99,66% |
08/07/2024 | 3,27% | 0,30 CHF | 0,31 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 52 715 CHF | 54 465 CHF | 99,84% | 99,84% |
05/07/2024 | 2,85% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 154 283 | 154 283 | 53 278 CHF | 54 821 CHF | 100,00% | 100,00% |
04/07/2024 | 2,74% | 0,38 CHF | 0,39 CHF | 150 000 | 150 000 | 150 258 | 150 258 | 54 109 CHF | 55 611 CHF | 100,00% | 100,00% |