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 | 3,90% | 0,24 CHF | 0,25 CHF | 200 000 | 200 000 | 201 826 | 201 826 | 50 702 CHF | 52 721 CHF | 99,44% | 99,44% |
16/07/2024 | 3,79% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 51 753 CHF | 53 753 CHF | 100,00% | 100,00% |
15/07/2024 | 3,99% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 210 784 | 210 784 | 51 753 CHF | 53 861 CHF | 100,00% | 100,00% |
12/07/2024 | 3,75% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 202 794 | 202 794 | 53 052 CHF | 55 080 CHF | 99,67% | 99,67% |
11/07/2024 | 3,48% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 190 669 | 190 669 | 53 836 CHF | 55 742 CHF | 96,81% | 96,81% |
10/07/2024 | 3,34% | 0,30 CHF | 0,31 CHF | 175 000 | 175 000 | 179 070 | 179 070 | 52 665 CHF | 54 456 CHF | 96,08% | 96,08% |
09/07/2024 | 3,34% | 0,33 CHF | 0,34 CHF | 175 000 | 175 000 | 182 592 | 182 592 | 53 750 CHF | 55 576 CHF | 99,66% | 99,66% |
08/07/2024 | 4,15% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 224 520 | 224 520 | 53 029 CHF | 55 275 CHF | 99,84% | 99,84% |
05/07/2024 | 3,58% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 198 343 | 198 343 | 54 468 CHF | 56 451 CHF | 100,00% | 100,00% |
04/07/2024 | 2,98% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 170 981 | 170 981 | 56 505 CHF | 58 214 CHF | 100,00% | 100,00% |