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 | 6,45% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 349 475 | 349 475 | 52 468 CHF | 55 963 CHF | 99,41% | 99,41% |
16/07/2024 | 6,30% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 340 080 | 340 080 | 52 315 CHF | 55 716 CHF | 100,00% | 100,00% |
15/07/2024 | 6,50% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 352 605 | 352 605 | 52 484 CHF | 56 010 CHF | 100,00% | 100,00% |
12/07/2024 | 6,33% | 0,14 CHF | 0,15 CHF | 350 000 | 350 000 | 341 609 | 341 609 | 52 230 CHF | 55 646 CHF | 99,67% | 99,67% |
11/07/2024 | 5,89% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 313 748 | 313 748 | 51 648 CHF | 54 786 CHF | 68,72% | 68,72% |
10/07/2024 | 5,76% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 304 066 | 304 066 | 51 312 CHF | 54 353 CHF | 96,09% | 96,09% |
09/07/2024 | 5,77% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 310 452 | 310 452 | 52 284 CHF | 55 389 CHF | 99,64% | 99,64% |
08/07/2024 | 6,73% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 365 339 | 365 339 | 52 489 CHF | 56 143 CHF | 99,83% | 99,83% |
05/07/2024 | 6,07% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 325 326 | 325 326 | 51 929 CHF | 55 182 CHF | 100,00% | 100,00% |
04/07/2024 | 5,12% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 274 369 | 274 369 | 52 211 CHF | 54 954 CHF | 100,00% | 100,00% |