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 | 3,65% | 0,29 CHF | 0,30 CHF | 180 000 | 75 000 | 187 466 | 75 000 | 50 431 CHF | 20 931 CHF | 86,76% | 86,76% |
15/07/2024 | 3,85% | 0,25 CHF | 0,26 CHF | 189 600 | 75 000 | 189 375 | 75 000 | 48 228 CHF | 19 851 CHF | 99,72% | 99,72% |
12/07/2024 | 3,98% | 0,25 CHF | 0,26 CHF | 190 509 | 75 000 | 191 192 | 75 000 | 47 080 CHF | 19 220 CHF | 99,01% | 99,01% |
11/07/2024 | 4,29% | 0,24 CHF | 0,25 CHF | 190 537 | 75 000 | 193 884 | 75 000 | 44 306 CHF | 17 891 CHF | 99,08% | 99,08% |
10/07/2024 | 4,68% | 0,22 CHF | 0,23 CHF | 195 791 | 75 000 | 196 897 | 75 000 | 41 058 CHF | 16 389 CHF | 100,00% | 100,00% |
09/07/2024 | 5,25% | 0,19 CHF | 0,20 CHF | 199 883 | 75 000 | 200 421 | 75 000 | 37 224 CHF | 14 681 CHF | 100,00% | 100,00% |
08/07/2024 | 5,95% | 0,17 CHF | 0,18 CHF | 202 437 | 75 000 | 202 415 | 75 000 | 33 005 CHF | 12 979 CHF | 100,00% | 100,00% |
05/07/2024 | 5,94% | 0,16 CHF | 0,17 CHF | 203 254 | 75 000 | 203 142 | 75 000 | 33 231 CHF | 13 019 CHF | 98,98% | 98,98% |
04/07/2024 | 6,10% | 0,16 CHF | 0,17 CHF | 205 231 | 75 000 | 205 289 | 75 000 | 32 644 CHF | 12 676 CHF | 100,00% | 100,00% |
03/07/2024 | 6,08% | 0,16 CHF | 0,17 CHF | 205 224 | 75 000 | 205 789 | 75 000 | 32 850 CHF | 12 722 CHF | 100,00% | 100,00% |