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 | 4,70% | 0,21 CHF | 0,22 CHF | 150 000 | 150 000 | 149 287 | 149 287 | 31 343 CHF | 32 843 CHF | 99,98% | 99,98% |
16/07/2024 | 4,57% | 0,22 CHF | 0,23 CHF | 150 000 | 150 000 | 150 136 | 150 136 | 32 204 CHF | 33 706 CHF | 100,00% | 100,00% |
15/07/2024 | 5,07% | 0,20 CHF | 0,21 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 28 879 CHF | 30 379 CHF | 100,00% | 100,00% |
12/07/2024 | 5,23% | 0,20 CHF | 0,21 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 27 958 CHF | 29 458 CHF | 100,00% | 100,00% |
11/07/2024 | 5,11% | 0,20 CHF | 0,21 CHF | 150 000 | 150 000 | 149 899 | 149 899 | 28 682 CHF | 30 182 CHF | 99,99% | 99,99% |
10/07/2024 | 5,11% | 0,19 CHF | 0,20 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 28 634 CHF | 30 134 CHF | 100,00% | 100,00% |
09/07/2024 | 5,09% | 0,19 CHF | 0,20 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 28 738 CHF | 30 238 CHF | 100,00% | 100,00% |
08/07/2024 | 5,28% | 0,19 CHF | 0,20 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 27 659 CHF | 29 159 CHF | 100,00% | 100,00% |
05/07/2024 | 6,77% | 0,17 CHF | 0,18 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 21 507 CHF | 23 007 CHF | 99,81% | 99,81% |
04/07/2024 | - | 0,12 CHF | - CHF | 150 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,49% |