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 | 5,96% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 319 268 | 319 268 | 51 991 CHF | 55 184 CHF | 100,00% | 100,00% |
15/07/2024 | 5,42% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 298 439 | 298 439 | 53 562 CHF | 56 546 CHF | 100,00% | 100,00% |
12/07/2024 | 5,39% | 0,19 CHF | 0,20 CHF | 300 000 | 300 000 | 294 777 | 294 777 | 53 268 CHF | 56 216 CHF | 99,68% | 99,68% |
11/07/2024 | 5,69% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 301 258 | 301 258 | 51 455 CHF | 54 467 CHF | 99,16% | 99,16% |
10/07/2024 | 6,11% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 327 641 | 327 641 | 52 013 CHF | 55 289 CHF | 96,08% | 96,08% |
09/07/2024 | 6,32% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 341 610 | 341 610 | 52 321 CHF | 55 737 CHF | 99,65% | 99,65% |
08/07/2024 | 5,00% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 270 036 | 270 036 | 52 635 CHF | 55 335 CHF | 99,84% | 99,84% |
05/07/2024 | 4,93% | 0,20 CHF | 0,21 CHF | 275 000 | 275 000 | 257 182 | 257 183 | 50 897 CHF | 53 469 CHF | 100,00% | 100,00% |
04/07/2024 | 4,79% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 252 313 | 252 313 | 51 488 CHF | 54 011 CHF | 100,00% | 100,00% |
03/07/2024 | 5,58% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 301 401 | 301 401 | 52 535 CHF | 55 549 CHF | 99,23% | 99,23% |