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 | 3,92% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 49 995 CHF | 51 995 CHF | 100,00% | 100,00% |
15/07/2024 | 3,86% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 200 114 | 200 115 | 50 824 CHF | 52 826 CHF | 100,00% | 100,00% |
12/07/2024 | 4,05% | 0,25 CHF | 0,26 CHF | 225 000 | 225 000 | 220 301 | 220 299 | 53 309 CHF | 55 512 CHF | 98,37% | 98,37% |
11/07/2024 | 4,02% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 214 801 | 214 804 | 52 242 CHF | 54 391 CHF | 80,34% | 80,34% |
10/07/2024 | 5,87% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 310 736 | 310 739 | 51 421 CHF | 54 528 CHF | 99,78% | 99,78% |
09/07/2024 | 6,43% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 348 814 | 348 816 | 52 469 CHF | 55 958 CHF | 100,00% | 100,00% |
08/07/2024 | 6,94% | 0,15 CHF | 0,16 CHF | 375 000 | 375 000 | 378 086 | 378 087 | 52 619 CHF | 56 400 CHF | 98,98% | 98,98% |
05/07/2024 | 6,70% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 364 135 | 364 136 | 52 518 CHF | 56 160 CHF | 99,62% | 99,62% |
04/07/2024 | 6,68% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 361 309 | 361 307 | 52 259 CHF | 55 871 CHF | 98,15% | 98,15% |
03/07/2024 | 5,26% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 284 444 | 284 441 | 52 611 CHF | 55 455 CHF | 100,00% | 100,00% |