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 | 4,62% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 52 890 CHF | 55 390 CHF | 100,00% | 100,00% |
15/07/2024 | 4,64% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 52 658 CHF | 55 158 CHF | 100,00% | 100,00% |
12/07/2024 | 4,78% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 254 578 | 254 579 | 51 996 CHF | 54 542 CHF | 99,78% | 99,78% |
11/07/2024 | 5,51% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 300 303 | 300 302 | 53 044 CHF | 56 047 CHF | 100,00% | 100,00% |
10/07/2024 | 6,63% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 357 969 | 357 970 | 52 147 CHF | 55 727 CHF | 94,70% | 94,70% |
09/07/2024 | 6,69% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 363 521 | 363 521 | 52 502 CHF | 56 137 CHF | 99,67% | 99,67% |
08/07/2024 | 6,77% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 367 809 | 367 809 | 52 505 CHF | 56 184 CHF | 100,00% | 100,00% |
05/07/2024 | 6,65% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 361 038 | 361 038 | 52 518 CHF | 56 128 CHF | 100,00% | 100,00% |
04/07/2024 | 6,75% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 366 857 | 366 857 | 52 504 CHF | 56 173 CHF | 100,00% | 100,00% |
03/07/2024 | 6,83% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 371 162 | 371 162 | 52 489 CHF | 56 200 CHF | 99,32% | 99,32% |