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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 5,72% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 50 970 CHF | 53 970 CHF | 99,48% | 99,48% |
16/07/2024 | 5,71% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 300 030 | 300 030 | 51 030 CHF | 54 030 CHF | 100,00% | 100,00% |
15/07/2024 | 6,06% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 325 619 | 325 619 | 52 076 CHF | 55 332 CHF | 100,00% | 100,00% |
12/07/2024 | 5,97% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 318 187 | 318 187 | 51 734 CHF | 54 916 CHF | 99,68% | 99,68% |
11/07/2024 | 5,75% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 302 787 | 302 787 | 51 185 CHF | 54 213 CHF | 99,03% | 99,03% |
10/07/2024 | 5,56% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 52 517 CHF | 55 517 CHF | 96,10% | 96,10% |
09/07/2024 | 5,33% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 292 729 | 292 729 | 53 432 CHF | 56 359 CHF | 99,65% | 99,65% |
08/07/2024 | 5,60% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 52 107 CHF | 55 107 CHF | 99,85% | 99,85% |
05/07/2024 | 5,99% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 319 531 | 319 531 | 51 761 CHF | 54 956 CHF | 100,00% | 100,00% |
04/07/2024 | 5,71% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 51 000 CHF | 54 000 CHF | 100,00% | 100,00% |