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 | 4,36% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 234 879 | 234 879 | 52 678 CHF | 55 027 CHF | 100,00% | 100,00% |
15/07/2024 | 4,58% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 53 371 CHF | 55 871 CHF | 100,00% | 100,00% |
12/07/2024 | 4,69% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 52 092 CHF | 54 592 CHF | 99,68% | 99,68% |
11/07/2024 | 4,36% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 239 546 | 239 546 | 53 666 CHF | 56 061 CHF | 98,79% | 98,79% |
10/07/2024 | 4,05% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 219 958 | 219 958 | 53 229 CHF | 55 428 CHF | 96,06% | 96,06% |
09/07/2024 | 4,00% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 211 790 | 211 790 | 51 933 CHF | 54 051 CHF | 99,65% | 99,65% |
08/07/2024 | 4,79% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 252 053 | 252 053 | 51 349 CHF | 53 870 CHF | 99,85% | 99,85% |
05/07/2024 | 4,24% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 51 936 CHF | 54 186 CHF | 100,00% | 100,00% |
04/07/2024 | 4,28% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 232 128 | 232 128 | 53 024 CHF | 55 345 CHF | 100,00% | 100,00% |
03/07/2024 | 3,86% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 200 056 | 200 056 | 50 865 CHF | 52 866 CHF | 99,23% | 99,23% |