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 | 4,94% | 0,22 CHF | 0,23 CHF | 430 000 | 430 000 | 186 394 | 186 394 | 39 247 CHF | 41 130 CHF | 99,89% | 99,89% |
15/07/2024 | 4,53% | 0,22 CHF | 0,23 CHF | 380 000 | 380 000 | 172 414 | 172 414 | 38 394 CHF | 40 126 CHF | 99,97% | 99,97% |
12/07/2024 | 3,71% | 0,26 CHF | 0,27 CHF | 410 000 | 410 000 | 171 935 | 171 935 | 46 584 CHF | 48 310 CHF | 99,90% | 99,90% |
11/07/2024 | 4,73% | 0,23 CHF | 0,24 CHF | 440 000 | 440 000 | 195 395 | 195 395 | 42 652 CHF | 44 615 CHF | 99,98% | 99,98% |
10/07/2024 | 5,62% | 0,20 CHF | 0,21 CHF | 440 000 | 440 000 | 195 498 | 195 498 | 35 894 CHF | 37 858 CHF | 100,00% | 100,00% |
09/07/2024 | 6,43% | 0,18 CHF | 0,19 CHF | 440 000 | 440 000 | 195 146 | 195 146 | 30 635 CHF | 32 599 CHF | 100,00% | 100,00% |
08/07/2024 | 6,88% | 0,14 CHF | 0,15 CHF | 440 000 | 440 000 | 195 314 | 195 314 | 27 978 CHF | 29 942 CHF | 100,00% | 100,00% |
05/07/2024 | 6,06% | 0,15 CHF | 0,16 CHF | 440 000 | 440 000 | 195 473 | 195 473 | 31 426 CHF | 33 391 CHF | 99,90% | 99,90% |
04/07/2024 | 5,56% | 0,17 CHF | 0,18 CHF | 180 000 | 180 000 | 142 781 | 142 781 | 25 004 CHF | 26 432 CHF | 100,00% | 100,00% |
03/07/2024 | 6,32% | 0,18 CHF | 0,19 CHF | 440 000 | 440 000 | 195 441 | 195 441 | 31 848 CHF | 33 811 CHF | 100,00% | 100,00% |