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 | 3,22% | 0,31 CHF | 0,32 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 53 455 CHF | 55 205 CHF | 100,00% | 100,00% |
15/07/2024 | 3,08% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 55 959 CHF | 57 709 CHF | 100,00% | 100,00% |
12/07/2024 | 3,02% | 0,31 CHF | 0,32 CHF | 175 000 | 175 000 | 174 475 | 174 475 | 56 949 CHF | 58 694 CHF | 98,97% | 98,97% |
11/07/2024 | 3,09% | 0,31 CHF | 0,32 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 55 810 CHF | 57 560 CHF | 91,08% | 91,08% |
10/07/2024 | 3,26% | 0,31 CHF | 0,32 CHF | 175 000 | 175 000 | 175 378 | 175 378 | 52 930 CHF | 54 684 CHF | 99,84% | 99,84% |
09/07/2024 | 3,83% | 0,24 CHF | 0,25 CHF | 200 000 | 200 000 | 200 373 | 200 373 | 51 329 CHF | 53 333 CHF | 100,00% | 100,00% |
08/07/2024 | 4,07% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 216 408 | 216 408 | 52 033 CHF | 54 197 CHF | 100,00% | 100,00% |
05/07/2024 | 4,13% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 224 997 | 225 000 | 53 370 CHF | 55 621 CHF | 100,00% | 100,00% |
04/07/2024 | 4,30% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 231 364 | 231 365 | 52 614 CHF | 54 928 CHF | 100,00% | 100,00% |
03/07/2024 | 4,61% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 52 998 CHF | 55 498 CHF | 99,51% | 99,51% |