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 | 5,51% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 300 197 | 300 197 | 53 011 CHF | 56 013 CHF | 98,86% | 98,86% |
16/07/2024 | 4,62% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 248 159 | 248 159 | 52 574 CHF | 55 056 CHF | 99,38% | 99,38% |
15/07/2024 | 4,26% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 229 976 | 229 976 | 52 772 CHF | 55 071 CHF | 99,39% | 99,39% |
12/07/2024 | 4,56% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 246 695 | 246 695 | 52 869 CHF | 55 336 CHF | 99,07% | 99,07% |
11/07/2024 | 5,26% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 286 183 | 286 183 | 52 937 CHF | 55 798 CHF | 96,16% | 96,16% |
10/07/2024 | 5,67% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 303 431 | 303 431 | 52 009 CHF | 55 044 CHF | 95,48% | 95,48% |
09/07/2024 | 5,84% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 309 101 | 309 101 | 51 397 CHF | 54 488 CHF | 99,03% | 99,03% |
08/07/2024 | 5,59% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 299 738 | 299 738 | 52 149 CHF | 55 146 CHF | 99,24% | 99,24% |
05/07/2024 | 5,20% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 282 087 | 282 087 | 52 797 CHF | 55 618 CHF | 99,39% | 99,39% |
04/07/2024 | 5,32% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 292 584 | 292 584 | 53 530 CHF | 56 456 CHF | 99,39% | 99,39% |