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 | 5,93% | 0,18 CHF | 0,19 CHF | 500 000 | 75 000 | 500 000 | 75 644 | 81 947 CHF | 13 152 CHF | 99,37% | 99,37% |
15/07/2024 | 5,81% | 0,16 CHF | 0,17 CHF | 500 000 | 75 000 | 500 000 | 75 057 | 83 633 CHF | 13 305 CHF | 95,92% | 95,92% |
12/07/2024 | 6,35% | 0,16 CHF | 0,17 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 76 399 CHF | 16 280 CHF | 99,38% | 99,38% |
11/07/2024 | 6,90% | 0,15 CHF | 0,16 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 69 980 CHF | 14 996 CHF | 99,38% | 99,38% |
10/07/2024 | 6,63% | 0,14 CHF | 0,15 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 72 960 CHF | 15 592 CHF | 99,37% | 99,37% |
09/07/2024 | 6,30% | 0,14 CHF | 0,15 CHF | 500 000 | 100 000 | 500 000 | 99 998 | 76 940 CHF | 16 388 CHF | 99,38% | 99,38% |
08/07/2024 | 5,74% | 0,17 CHF | 0,18 CHF | 500 000 | 75 000 | 500 000 | 76 085 | 84 694 CHF | 13 635 CHF | 99,38% | 99,38% |
05/07/2024 | 6,16% | 0,16 CHF | 0,17 CHF | 500 000 | 100 000 | 500 000 | 91 453 | 78 852 CHF | 15 262 CHF | 99,38% | 99,38% |
04/07/2024 | 6,41% | 0,16 CHF | 0,17 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 75 495 CHF | 16 099 CHF | 98,59% | 98,59% |
03/07/2024 | 6,45% | 0,15 CHF | 0,16 CHF | 500 000 | 100 000 | 500 000 | 95 082 | 75 424 CHF | 15 208 CHF | 99,37% | 99,37% |