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 | 4,92% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 257 676 | 257 676 | 51 081 CHF | 53 658 CHF | 100,00% | 100,00% |
15/07/2024 | 6,14% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 330 711 | 330 711 | 52 163 CHF | 55 470 CHF | 100,00% | 100,00% |
12/07/2024 | 7,72% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 413 013 | 413 013 | 51 449 CHF | 55 580 CHF | 99,68% | 99,68% |
11/07/2024 | 6,73% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 366 087 | 366 087 | 52 548 CHF | 56 209 CHF | 98,81% | 98,81% |
10/07/2024 | 6,01% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 321 209 | 321 209 | 51 830 CHF | 55 042 CHF | 96,10% | 96,10% |
09/07/2024 | 6,20% | 0,17 CHF | 0,18 CHF | 325 000 | 325 000 | 334 423 | 334 423 | 52 275 CHF | 55 619 CHF | 99,65% | 99,65% |
08/07/2024 | 6,78% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 368 559 | 368 559 | 52 501 CHF | 56 187 CHF | 99,84% | 99,84% |
05/07/2024 | 7,79% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 416 150 | 416 150 | 51 341 CHF | 55 503 CHF | 100,00% | 100,00% |
04/07/2024 | 7,29% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 394 252 | 394 252 | 52 098 CHF | 56 041 CHF | 100,00% | 100,00% |
03/07/2024 | 6,88% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 373 593 | 373 593 | 52 451 CHF | 56 187 CHF | 99,23% | 99,23% |