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 | 4,85% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 250 651 | 250 651 | 50 477 CHF | 52 984 CHF | 100,00% | 100,00% |
15/07/2024 | 4,87% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 250 800 | 250 800 | 50 273 CHF | 52 781 CHF | 100,00% | 100,00% |
12/07/2024 | 5,03% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 264 320 | 264 320 | 51 257 CHF | 53 901 CHF | 99,68% | 99,68% |
11/07/2024 | 5,30% | 0,19 CHF | 0,20 CHF | 250 000 | 250 000 | 281 869 | 281 869 | 51 759 CHF | 54 578 CHF | 98,56% | 98,56% |
10/07/2024 | 5,61% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 300 318 | 300 318 | 52 028 CHF | 55 031 CHF | 96,09% | 96,09% |
09/07/2024 | 5,19% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 280 706 | 280 706 | 52 630 CHF | 55 438 CHF | 99,64% | 99,64% |
08/07/2024 | 4,75% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 249 132 | 249 132 | 51 196 CHF | 53 688 CHF | 99,85% | 99,85% |
05/07/2024 | 4,02% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 215 895 | 215 895 | 52 531 CHF | 54 690 CHF | 100,00% | 100,00% |
04/07/2024 | 3,86% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 50 858 CHF | 52 858 CHF | 100,00% | 100,00% |
03/07/2024 | 4,02% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 215 004 | 215 004 | 52 415 CHF | 54 565 CHF | 99,24% | 99,24% |