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 | 7,65% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 409 643 | 409 643 | 51 520 CHF | 55 616 CHF | 100,00% | 100,00% |
15/07/2024 | 5,79% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 311 358 | 311 358 | 52 288 CHF | 55 401 CHF | 100,00% | 100,00% |
12/07/2024 | 4,65% | 0,22 CHF | 0,23 CHF | 225 000 | 225 000 | 248 529 | 248 529 | 52 239 CHF | 54 725 CHF | 99,68% | 99,68% |
11/07/2024 | 5,74% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 304 693 | 304 693 | 51 532 CHF | 54 579 CHF | 96,89% | 96,89% |
10/07/2024 | 6,45% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 348 745 | 348 745 | 52 292 CHF | 55 779 CHF | 96,08% | 96,08% |
09/07/2024 | 6,27% | 0,14 CHF | 0,15 CHF | 350 000 | 350 000 | 337 701 | 337 701 | 52 140 CHF | 55 517 CHF | 99,66% | 99,66% |
08/07/2024 | 5,61% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 298 155 | 298 155 | 51 668 CHF | 54 649 CHF | 99,83% | 99,83% |
05/07/2024 | 4,58% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 249 477 | 249 477 | 53 309 CHF | 55 804 CHF | 100,00% | 100,00% |
04/07/2024 | 5,01% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 262 902 | 262 902 | 51 150 CHF | 53 779 CHF | 100,00% | 100,00% |
03/07/2024 | 5,19% | 0,18 CHF | 0,19 CHF | 275 000 | 275 000 | 280 472 | 280 472 | 52 601 CHF | 55 406 CHF | 99,23% | 99,23% |