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 | 6,34% | 0,15 CHF | 0,16 CHF | 325 000 | 325 000 | 342 726 | 342 726 | 52 361 CHF | 55 788 CHF | 98,86% | 98,86% |
16/07/2024 | 6,49% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 352 435 | 352 435 | 52 536 CHF | 56 060 CHF | 99,39% | 99,39% |
15/07/2024 | 5,93% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 316 091 | 316 091 | 51 667 CHF | 54 828 CHF | 99,38% | 99,38% |
12/07/2024 | 5,96% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 318 793 | 318 793 | 51 879 CHF | 55 067 CHF | 99,08% | 99,08% |
11/07/2024 | 6,03% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 322 952 | 322 952 | 51 906 CHF | 55 135 CHF | 92,68% | 92,68% |
10/07/2024 | 5,69% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 307 680 | 307 680 | 52 553 CHF | 55 630 CHF | 95,48% | 95,48% |
09/07/2024 | 5,41% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 291 348 | 291 348 | 52 450 CHF | 55 364 CHF | 99,06% | 99,06% |
08/07/2024 | 6,08% | 0,16 CHF | 0,17 CHF | 300 000 | 300 000 | 325 313 | 325 313 | 51 887 CHF | 55 140 CHF | 99,24% | 99,24% |
05/07/2024 | 6,52% | 0,14 CHF | 0,15 CHF | 350 000 | 350 000 | 351 229 | 351 229 | 52 107 CHF | 55 619 CHF | 96,23% | 96,23% |
04/07/2024 | 4,43% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 248 591 | 248 591 | 54 906 CHF | 57 392 CHF | 99,39% | 99,39% |