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 | 4,09% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 222 039 | 222 039 | 53 144 CHF | 55 365 CHF | 100,00% | 100,00% |
15/07/2024 | 4,07% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 220 835 | 220 835 | 53 084 CHF | 55 292 CHF | 100,00% | 100,00% |
12/07/2024 | 3,95% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 205 644 | 205 644 | 50 956 CHF | 53 013 CHF | 99,97% | 99,97% |
11/07/2024 | 3,97% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 207 935 | 207 935 | 51 284 CHF | 53 364 CHF | 83,50% | 83,50% |
10/07/2024 | 4,24% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 230 348 | 230 348 | 53 151 CHF | 55 455 CHF | 96,18% | 96,18% |
09/07/2024 | 4,45% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 240 710 | 240 710 | 52 881 CHF | 55 288 CHF | 99,64% | 99,64% |
08/07/2024 | 3,82% | 0,24 CHF | 0,25 CHF | 200 000 | 200 000 | 200 672 | 200 672 | 51 631 CHF | 53 637 CHF | 100,00% | 100,00% |
05/07/2024 | 3,88% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 205 309 | 205 309 | 51 936 CHF | 53 990 CHF | 100,00% | 100,00% |
04/07/2024 | 3,70% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 200 490 | 200 490 | 53 268 CHF | 55 273 CHF | 100,00% | 100,00% |
03/07/2024 | 4,06% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 219 239 | 219 239 | 52 953 CHF | 55 145 CHF | 99,32% | 99,32% |