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 | 4,90% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 253 644 | 253 644 | 50 467 CHF | 53 004 CHF | 100,00% | 100,00% |
15/07/2024 | 6,02% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 324 881 | 324 881 | 52 328 CHF | 55 577 CHF | 100,00% | 100,00% |
12/07/2024 | 5,78% | 0,15 CHF | 0,16 CHF | 325 000 | 325 000 | 305 592 | 305 592 | 51 345 CHF | 54 401 CHF | 99,69% | 99,69% |
11/07/2024 | 5,35% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 294 306 | 294 306 | 53 537 CHF | 56 480 CHF | 99,44% | 99,44% |
10/07/2024 | 4,92% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 255 864 | 255 864 | 50 674 CHF | 53 233 CHF | 96,11% | 96,11% |
09/07/2024 | 5,11% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 273 513 | 273 513 | 52 108 CHF | 54 844 CHF | 99,67% | 99,67% |
08/07/2024 | 5,67% | 0,19 CHF | 0,20 CHF | 300 000 | 300 000 | 301 831 | 301 831 | 51 727 CHF | 54 745 CHF | 99,83% | 99,83% |
05/07/2024 | 5,36% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 295 959 | 295 959 | 53 716 CHF | 56 676 CHF | 100,00% | 100,00% |
04/07/2024 | 5,13% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 274 650 | 274 650 | 52 191 CHF | 54 937 CHF | 100,00% | 100,00% |
03/07/2024 | 5,00% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 261 814 | 261 814 | 51 028 CHF | 53 647 CHF | 99,25% | 99,25% |