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 | 3,61% | 0,29 CHF | 0,30 CHF | 180 000 | 75 000 | 187 113 | 75 000 | 50 836 CHF | 21 133 CHF | 76,05% | 76,05% |
15/07/2024 | 3,78% | 0,25 CHF | 0,26 CHF | 190 032 | 75 000 | 189 523 | 75 000 | 49 237 CHF | 20 235 CHF | 99,72% | 99,72% |
12/07/2024 | 3,93% | 0,25 CHF | 0,26 CHF | 190 032 | 75 000 | 191 104 | 75 000 | 47 659 CHF | 19 455 CHF | 99,01% | 99,01% |
11/07/2024 | 4,25% | 0,25 CHF | 0,26 CHF | 191 174 | 75 000 | 193 746 | 75 000 | 44 643 CHF | 18 034 CHF | 99,09% | 99,09% |
10/07/2024 | 4,64% | 0,22 CHF | 0,23 CHF | 196 613 | 75 000 | 197 324 | 75 000 | 41 523 CHF | 16 533 CHF | 100,00% | 100,00% |
09/07/2024 | 5,17% | 0,20 CHF | 0,21 CHF | 198 977 | 75 000 | 200 729 | 75 000 | 37 836 CHF | 14 889 CHF | 100,00% | 100,00% |
08/07/2024 | 5,72% | 0,17 CHF | 0,18 CHF | 203 012 | 75 000 | 202 787 | 75 000 | 34 470 CHF | 13 500 CHF | 100,00% | 100,00% |
05/07/2024 | 5,72% | 0,17 CHF | 0,18 CHF | 203 949 | 75 000 | 203 653 | 75 000 | 34 571 CHF | 13 482 CHF | 98,98% | 98,98% |
04/07/2024 | 5,79% | 0,17 CHF | 0,18 CHF | 204 266 | 75 000 | 204 682 | 75 000 | 34 332 CHF | 13 331 CHF | 100,00% | 100,00% |
03/07/2024 | 6,06% | 0,16 CHF | 0,17 CHF | 205 008 | 75 000 | 205 993 | 75 000 | 32 964 CHF | 12 752 CHF | 100,00% | 100,00% |