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 | 5,81% | 0,16 CHF | 0,17 CHF | 190 000 | 190 000 | 188 501 | 188 501 | 32 011 CHF | 33 911 CHF | 100,00% | 100,00% |
15/07/2024 | 4,99% | 0,19 CHF | 0,20 CHF | 200 000 | 200 000 | 190 469 | 190 469 | 37 194 CHF | 39 099 CHF | 100,00% | 100,00% |
12/07/2024 | 4,95% | 0,20 CHF | 0,21 CHF | 190 000 | 190 000 | 190 000 | 190 000 | 37 455 CHF | 39 355 CHF | 100,00% | 100,00% |
11/07/2024 | 5,10% | 0,19 CHF | 0,20 CHF | 200 000 | 200 000 | 198 345 | 198 345 | 37 941 CHF | 39 924 CHF | 100,00% | 100,00% |
10/07/2024 | 5,07% | 0,19 CHF | 0,20 CHF | 210 000 | 210 000 | 208 076 | 208 076 | 39 998 CHF | 42 079 CHF | 100,00% | 100,00% |
09/07/2024 | 5,46% | 0,18 CHF | 0,19 CHF | 200 000 | 200 000 | 199 495 | 199 495 | 35 753 CHF | 37 753 CHF | 100,00% | 100,00% |
08/07/2024 | 5,03% | 0,20 CHF | 0,21 CHF | 200 000 | 200 000 | 199 641 | 199 641 | 38 836 CHF | 40 836 CHF | 100,00% | 100,00% |
05/07/2024 | 5,10% | 0,19 CHF | 0,20 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 38 210 CHF | 40 210 CHF | 99,82% | 99,82% |
04/07/2024 | 5,12% | 0,19 CHF | 0,20 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 38 091 CHF | 40 091 CHF | 99,50% | 99,50% |
03/07/2024 | 4,98% | 0,19 CHF | 0,20 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 39 178 CHF | 41 178 CHF | 99,35% | 99,35% |