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 | 2,99% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 172 904 | 172 904 | 56 883 CHF | 58 612 CHF | 99,38% | 99,38% |
16/07/2024 | 2,93% | 0,33 CHF | 0,34 CHF | 175 000 | 175 000 | 158 558 | 158 558 | 53 324 CHF | 54 909 CHF | 100,00% | 100,00% |
15/07/2024 | 3,04% | 0,33 CHF | 0,34 CHF | 175 000 | 175 000 | 174 444 | 174 444 | 56 516 CHF | 58 260 CHF | 100,00% | 100,00% |
12/07/2024 | 2,92% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 156 421 | 156 421 | 52 740 CHF | 54 305 CHF | 99,66% | 99,66% |
11/07/2024 | 2,79% | 0,35 CHF | 0,36 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 53 053 CHF | 54 553 CHF | 96,82% | 96,82% |
10/07/2024 | 2,72% | 0,37 CHF | 0,38 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 54 392 CHF | 55 892 CHF | 96,07% | 96,07% |
09/07/2024 | 2,74% | 0,39 CHF | 0,40 CHF | 150 000 | 150 000 | 150 015 | 150 015 | 54 153 CHF | 55 653 CHF | 99,66% | 99,66% |
08/07/2024 | 3,19% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 174 946 | 174 946 | 54 000 CHF | 55 750 CHF | 99,83% | 99,83% |
05/07/2024 | 2,90% | 0,34 CHF | 0,35 CHF | 150 000 | 150 000 | 154 686 | 154 686 | 52 554 CHF | 54 101 CHF | 100,00% | 100,00% |
04/07/2024 | 2,52% | 0,39 CHF | 0,40 CHF | 150 000 | 150 000 | 145 981 | 145 981 | 57 088 CHF | 58 548 CHF | 100,00% | 100,00% |