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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 4,64% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 52 594 CHF | 55 094 CHF | 98,88% | 98,88% |
16/07/2024 | 4,83% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 50 564 CHF | 53 064 CHF | 99,39% | 99,39% |
15/07/2024 | 4,38% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 241 091 | 241 091 | 53 789 CHF | 56 200 CHF | 99,39% | 99,39% |
12/07/2024 | 4,39% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 243 167 | 243 167 | 54 105 CHF | 56 537 CHF | 99,07% | 99,07% |
11/07/2024 | 4,47% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 245 251 | 245 251 | 53 626 CHF | 56 079 CHF | 98,69% | 98,69% |
10/07/2024 | 4,24% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 229 958 | 229 958 | 53 073 CHF | 55 373 CHF | 95,49% | 95,49% |
09/07/2024 | 4,05% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 215 292 | 215 292 | 52 115 CHF | 54 268 CHF | 99,05% | 99,05% |
08/07/2024 | 4,50% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 54 369 CHF | 56 869 CHF | 99,23% | 99,23% |
05/07/2024 | 4,79% | 0,19 CHF | 0,20 CHF | 250 000 | 250 000 | 251 118 | 251 117 | 51 242 CHF | 53 753 CHF | 96,24% | 96,24% |
04/07/2024 | 3,37% | 0,30 CHF | 0,31 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 51 087 CHF | 52 837 CHF | 99,39% | 99,39% |