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 | 3,89% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 200 086 | 200 000 | 50 488 CHF | 52 467 CHF | 99,53% | 99,53% |
15/07/2024 | 3,57% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 55 081 CHF | 57 081 CHF | 99,55% | 99,55% |
12/07/2024 | 3,44% | 0,29 CHF | 0,30 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 57 090 CHF | 59 090 CHF | 99,48% | 99,48% |
11/07/2024 | 3,56% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 55 226 CHF | 57 226 CHF | 99,54% | 99,54% |
10/07/2024 | 4,06% | 0,26 CHF | 0,27 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 72 392 CHF | 75 392 CHF | 99,52% | 99,52% |
09/07/2024 | 4,08% | 0,23 CHF | 0,24 CHF | 220 000 | 200 000 | 209 478 | 200 000 | 50 333 CHF | 50 105 CHF | 99,55% | 99,55% |
08/07/2024 | 3,73% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 52 636 CHF | 54 636 CHF | 99,52% | 99,52% |
05/07/2024 | 3,60% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 54 652 CHF | 56 652 CHF | 98,51% | 98,51% |
04/07/2024 | 3,75% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 52 272 CHF | 54 272 CHF | 93,24% | 93,24% |
03/07/2024 | 3,78% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 51 956 CHF | 53 956 CHF | 99,57% | 99,57% |