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 | 5,92% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 315 750 | 315 751 | 51 730 CHF | 54 888 CHF | 100,00% | 100,00% |
15/07/2024 | 6,85% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 371 651 | 371 654 | 52 425 CHF | 56 142 CHF | 100,00% | 100,00% |
12/07/2024 | 6,95% | 0,12 CHF | 0,13 CHF | 400 000 | 400 000 | 375 431 | 375 422 | 52 161 CHF | 55 914 CHF | 98,41% | 98,41% |
11/07/2024 | 5,99% | 0,15 CHF | 0,16 CHF | 325 000 | 325 000 | 317 939 | 317 940 | 51 522 CHF | 54 701 CHF | 97,35% | 97,35% |
10/07/2024 | 5,59% | 0,16 CHF | 0,17 CHF | 300 000 | 300 000 | 300 257 | 300 257 | 52 295 CHF | 55 298 CHF | 99,78% | 99,78% |
09/07/2024 | 5,80% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 307 038 | 307 037 | 51 378 CHF | 54 449 CHF | 100,00% | 100,00% |
08/07/2024 | 5,83% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 308 391 | 308 392 | 51 368 CHF | 54 452 CHF | 98,98% | 98,98% |
05/07/2024 | 5,98% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 319 759 | 319 761 | 51 824 CHF | 55 022 CHF | 100,00% | 100,00% |
04/07/2024 | 5,44% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 53 636 CHF | 56 636 CHF | 98,16% | 98,16% |
03/07/2024 | 5,31% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 291 284 | 291 284 | 53 355 CHF | 56 268 CHF | 100,00% | 100,00% |