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 | 4,42% | 0,22 CHF | 0,23 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 66 347 CHF | 23 116 CHF | 99,17% | 99,17% |
15/07/2024 | 4,29% | 0,23 CHF | 0,24 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 68 429 CHF | 23 810 CHF | 99,16% | 99,16% |
12/07/2024 | 4,29% | 0,22 CHF | 0,23 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 68 500 CHF | 23 833 CHF | 99,16% | 99,16% |
11/07/2024 | 4,41% | 0,24 CHF | 0,25 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 66 593 CHF | 23 198 CHF | 99,16% | 99,16% |
10/07/2024 | 4,56% | 0,21 CHF | 0,22 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 64 379 CHF | 22 460 CHF | 99,16% | 99,16% |
09/07/2024 | 4,97% | 0,20 CHF | 0,21 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 58 940 CHF | 20 647 CHF | 99,16% | 99,16% |
08/07/2024 | 5,10% | 0,18 CHF | 0,19 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 57 331 CHF | 20 110 CHF | 99,15% | 99,15% |
05/07/2024 | 4,67% | 0,20 CHF | 0,21 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 62 795 CHF | 21 932 CHF | 99,15% | 99,15% |
04/07/2024 | 4,87% | 0,20 CHF | 0,21 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 60 224 CHF | 21 075 CHF | 99,17% | 99,17% |
03/07/2024 | 5,12% | 0,20 CHF | 0,21 CHF | 300 000 | 100 000 | 311 963 | 103 988 | 59 313 CHF | 20 811 CHF | 99,15% | 99,15% |