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 | 6,74% | 0,14 CHF | 0,15 CHF | 750 000 | 50 000 | 750 000 | 50 000 | 107 815 CHF | 7 688 CHF | 99,16% | 99,16% |
15/07/2024 | 6,56% | 0,14 CHF | 0,15 CHF | 750 000 | 50 000 | 750 000 | 50 000 | 110 703 CHF | 7 880 CHF | 99,17% | 99,17% |
12/07/2024 | 6,23% | 0,15 CHF | 0,16 CHF | 750 000 | 50 000 | 750 000 | 50 000 | 116 665 CHF | 8 278 CHF | 99,16% | 99,16% |
11/07/2024 | 6,31% | 0,15 CHF | 0,16 CHF | 750 000 | 50 000 | 739 243 | 50 000 | 113 441 CHF | 8 177 CHF | 99,17% | 99,17% |
10/07/2024 | 6,10% | 0,16 CHF | 0,17 CHF | 600 000 | 50 000 | 673 330 | 50 000 | 106 872 CHF | 8 453 CHF | 99,17% | 99,17% |
09/07/2024 | 6,68% | 0,17 CHF | 0,18 CHF | 600 000 | 50 000 | 733 508 | 50 000 | 106 236 CHF | 7 765 CHF | 99,17% | 99,17% |
08/07/2024 | 6,45% | 0,15 CHF | 0,16 CHF | 750 000 | 50 000 | 750 000 | 50 000 | 112 598 CHF | 8 007 CHF | 99,15% | 99,15% |
05/07/2024 | 6,20% | 0,16 CHF | 0,17 CHF | 750 000 | 50 000 | 750 000 | 50 000 | 117 277 CHF | 8 318 CHF | 99,16% | 99,16% |
04/07/2024 | 5,43% | 0,17 CHF | 0,18 CHF | 600 000 | 50 000 | 600 000 | 50 000 | 107 562 CHF | 9 463 CHF | 99,17% | 99,17% |
03/07/2024 | 4,89% | 0,19 CHF | 0,20 CHF | 600 000 | 50 000 | 600 000 | 50 000 | 119 712 CHF | 10 476 CHF | 99,17% | 99,17% |