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 | 5,35% | 0,45 CHF | 0,46 CHF | 120 000 | 25 000 | 111 875 | 20 011 | 51 090 CHF | 9 611 CHF | 99,44% | 99,44% |
15/07/2024 | 5,35% | 0,49 CHF | 0,50 CHF | 110 000 | 25 000 | 111 648 | 20 011 | 51 850 CHF | 9 813 CHF | 99,36% | 99,36% |
12/07/2024 | 5,06% | 0,49 CHF | 0,49 CHF | 110 000 | 25 000 | 109 980 | 20 012 | 53 324 CHF | 10 182 CHF | 99,67% | 99,67% |
11/07/2024 | 4,80% | 0,53 CHF | 0,54 CHF | 100 000 | 25 000 | 103 164 | 20 015 | 52 175 CHF | 10 600 CHF | 90,84% | 90,84% |
10/07/2024 | 4,26% | 0,57 CHF | 0,58 CHF | 90 000 | 25 000 | 90 000 | 20 012 | 52 270 CHF | 12 088 CHF | 99,63% | 99,63% |
09/07/2024 | 4,35% | 0,63 CHF | 0,64 CHF | 80 000 | 25 000 | 88 918 | 20 013 | 51 355 CHF | 12 115 CHF | 99,66% | 99,66% |
08/07/2024 | 4,46% | 0,58 CHF | 0,59 CHF | 90 000 | 25 000 | 95 876 | 20 013 | 53 352 CHF | 11 653 CHF | 99,69% | 99,69% |
05/07/2024 | 4,26% | 0,58 CHF | 0,59 CHF | 90 000 | 25 000 | 90 000 | 20 028 | 52 335 CHF | 12 151 CHF | 98,34% | 98,34% |
04/07/2024 | 4,27% | 0,58 CHF | 0,59 CHF | 90 000 | 25 000 | 90 000 | 20 021 | 52 090 CHF | 12 080 CHF | 100,00% | 100,00% |
03/07/2024 | 4,28% | 0,60 CHF | 0,61 CHF | 90 000 | 25 000 | 90 000 | 20 027 | 52 062 CHF | 12 073 CHF | 99,67% | 99,67% |