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 | 4,48% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 246 309 | 246 309 | 53 707 CHF | 56 170 CHF | 98,84% | 98,84% |
16/07/2024 | 4,21% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 230 907 | 230 907 | 53 715 CHF | 56 024 CHF | 99,39% | 99,39% |
15/07/2024 | 4,28% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 232 514 | 232 514 | 53 173 CHF | 55 498 CHF | 99,39% | 99,39% |
12/07/2024 | 3,80% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 51 704 CHF | 53 704 CHF | 99,08% | 99,08% |
11/07/2024 | 4,10% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 217 874 | 217 874 | 52 047 CHF | 54 226 CHF | 97,93% | 97,93% |
10/07/2024 | 4,38% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 241 943 | 241 943 | 53 948 CHF | 56 367 CHF | 95,47% | 95,47% |
09/07/2024 | 4,40% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 238 166 | 238 166 | 52 881 CHF | 55 263 CHF | 99,05% | 99,05% |
08/07/2024 | 4,16% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 224 206 | 224 206 | 52 795 CHF | 55 037 CHF | 99,24% | 99,24% |
05/07/2024 | 4,37% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 239 911 | 239 912 | 53 676 CHF | 56 075 CHF | 99,39% | 99,39% |
04/07/2024 | 5,12% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 271 870 | 271 870 | 51 740 CHF | 54 459 CHF | 99,39% | 99,39% |