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 | 4,60% | 0,24 CHF | 0,25 CHF | 150 000 | 150 000 | 67 228 | 67 228 | 15 385 CHF | 16 065 CHF | 99,90% | 99,90% |
15/07/2024 | 4,72% | 0,22 CHF | 0,23 CHF | 150 000 | 150 000 | 67 636 | 67 636 | 14 455 CHF | 15 135 CHF | 100,00% | 100,00% |
12/07/2024 | 5,70% | 0,19 CHF | 0,20 CHF | 150 000 | 150 000 | 68 340 | 68 340 | 12 261 CHF | 12 948 CHF | 100,00% | 100,00% |
11/07/2024 | 5,87% | 0,18 CHF | 0,19 CHF | 150 000 | 150 000 | 71 876 | 71 876 | 12 325 CHF | 13 047 CHF | 99,98% | 99,98% |
10/07/2024 | 6,11% | 0,16 CHF | 0,17 CHF | 160 000 | 160 000 | 72 244 | 72 244 | 11 611 CHF | 12 337 CHF | 99,90% | 99,90% |
09/07/2024 | 5,80% | 0,16 CHF | 0,17 CHF | 160 000 | 160 000 | 72 034 | 72 034 | 12 308 CHF | 13 033 CHF | 100,00% | 100,00% |
08/07/2024 | 6,22% | 0,17 CHF | 0,18 CHF | 160 000 | 160 000 | 72 115 | 72 115 | 11 858 CHF | 12 583 CHF | 100,00% | 100,00% |
05/07/2024 | 6,38% | 0,15 CHF | 0,16 CHF | 160 000 | 160 000 | 72 236 | 72 236 | 11 173 CHF | 11 899 CHF | 99,90% | 99,90% |
04/07/2024 | 6,14% | 0,16 CHF | 0,17 CHF | 70 000 | 70 000 | 54 047 | 54 047 | 8 541 CHF | 9 081 CHF | 100,00% | 100,00% |
03/07/2024 | 5,87% | 0,17 CHF | 0,18 CHF | 160 000 | 160 000 | 69 674 | 69 674 | 11 758 CHF | 12 458 CHF | 100,00% | 100,00% |