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 | 4,46% | 0,22 CHF | 0,23 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 164 349 CHF | 22 913 CHF | 99,17% | 99,17% |
15/07/2024 | 4,35% | 0,23 CHF | 0,24 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 168 616 CHF | 23 482 CHF | 99,17% | 99,17% |
12/07/2024 | 4,24% | 0,23 CHF | 0,24 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 173 230 CHF | 24 097 CHF | 99,16% | 99,16% |
11/07/2024 | 4,56% | 0,23 CHF | 0,24 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 160 998 CHF | 22 466 CHF | 99,16% | 99,16% |
10/07/2024 | 4,65% | 0,20 CHF | 0,21 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 157 616 CHF | 22 015 CHF | 99,17% | 99,17% |
09/07/2024 | 5,12% | 0,18 CHF | 0,19 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 142 948 CHF | 20 060 CHF | 99,17% | 99,17% |
08/07/2024 | 5,05% | 0,19 CHF | 0,20 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 144 979 CHF | 20 331 CHF | 99,15% | 99,15% |
05/07/2024 | 4,83% | 0,20 CHF | 0,21 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 151 454 CHF | 21 194 CHF | 99,15% | 99,15% |
04/07/2024 | 4,87% | 0,20 CHF | 0,21 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 150 332 CHF | 21 044 CHF | 99,17% | 99,17% |
03/07/2024 | 5,20% | 0,19 CHF | 0,20 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 140 546 CHF | 19 739 CHF | 99,15% | 99,15% |