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 | 3,10% | 0,29 CHF | 0,30 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 55 697 CHF | 57 447 CHF | 99,07% | 99,07% |
15/07/2024 | 3,05% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 171 695 | 171 695 | 55 467 CHF | 57 184 CHF | 99,05% | 99,05% |
12/07/2024 | 2,88% | 0,34 CHF | 0,35 CHF | 150 000 | 150 000 | 153 789 | 153 789 | 52 666 CHF | 54 204 CHF | 98,87% | 98,87% |
11/07/2024 | 2,57% | 0,34 CHF | 0,35 CHF | 150 000 | 150 000 | 135 374 | 135 374 | 51 817 CHF | 53 171 CHF | 98,16% | 98,16% |
10/07/2024 | 2,47% | 0,43 CHF | 0,44 CHF | 125 000 | 125 000 | 129 934 | 129 934 | 52 021 CHF | 53 321 CHF | 95,16% | 95,16% |
09/07/2024 | 2,48% | 0,40 CHF | 0,41 CHF | 125 000 | 125 000 | 137 496 | 137 496 | 54 581 CHF | 55 956 CHF | 98,67% | 98,67% |
08/07/2024 | 2,65% | 0,41 CHF | 0,42 CHF | 125 000 | 125 000 | 145 845 | 145 845 | 54 334 CHF | 55 792 CHF | 98,55% | 98,55% |
05/07/2024 | 2,57% | 0,37 CHF | 0,38 CHF | 150 000 | 150 000 | 147 902 | 147 902 | 56 740 CHF | 58 219 CHF | 99,17% | 99,17% |
04/07/2024 | 2,61% | 0,38 CHF | 0,39 CHF | 150 000 | 150 000 | 149 637 | 149 637 | 56 631 CHF | 58 127 CHF | 99,17% | 99,17% |
03/07/2024 | 2,42% | 0,39 CHF | 0,40 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 50 991 CHF | 52 241 CHF | 98,45% | 98,45% |