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 | 3,82% | 0,27 CHF | 0,28 CHF | 190 000 | 100 000 | 200 047 | 100 000 | 51 409 CHF | 26 700 CHF | 99,89% | 99,89% |
15/07/2024 | 3,43% | 0,27 CHF | 0,28 CHF | 190 000 | 100 000 | 178 863 | 100 000 | 51 310 CHF | 29 713 CHF | 88,33% | 88,33% |
12/07/2024 | 3,44% | 0,30 CHF | 0,31 CHF | 170 000 | 100 000 | 180 577 | 100 000 | 51 534 CHF | 29 580 CHF | 97,13% | 97,13% |
11/07/2024 | 3,80% | 0,27 CHF | 0,28 CHF | 190 000 | 100 000 | 198 877 | 100 000 | 51 302 CHF | 26 802 CHF | 98,95% | 98,95% |
10/07/2024 | 3,89% | 0,26 CHF | 0,27 CHF | 200 000 | 100 000 | 200 234 | 100 000 | 50 551 CHF | 26 248 CHF | 98,75% | 98,75% |
09/07/2024 | 3,74% | 0,26 CHF | 0,27 CHF | 200 000 | 100 000 | 197 414 | 100 000 | 51 784 CHF | 27 241 CHF | 100,00% | 100,00% |
08/07/2024 | 3,70% | 0,26 CHF | 0,27 CHF | 200 000 | 100 000 | 194 972 | 100 000 | 51 648 CHF | 27 503 CHF | 98,75% | 98,75% |
05/07/2024 | 3,54% | 0,26 CHF | 0,27 CHF | 200 000 | 100 000 | 183 233 | 100 000 | 50 883 CHF | 28 796 CHF | 98,35% | 98,35% |
04/07/2024 | 3,72% | 0,28 CHF | 0,29 CHF | 180 000 | 100 000 | 195 904 | 100 000 | 51 690 CHF | 27 408 CHF | 100,00% | 100,00% |
03/07/2024 | 3,73% | 0,26 CHF | 0,27 CHF | 200 000 | 100 000 | 196 773 | 100 000 | 51 774 CHF | 27 323 CHF | 98,93% | 98,93% |