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 | 3,52% | 0,29 CHF | 0,30 CHF | 175 000 | 175 000 | 196 530 | 196 530 | 54 918 CHF | 56 883 CHF | 100,00% | 100,00% |
15/07/2024 | 3,21% | 0,30 CHF | 0,31 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 53 696 CHF | 55 446 CHF | 100,00% | 100,00% |
12/07/2024 | 3,35% | 0,33 CHF | 0,34 CHF | 175 000 | 175 000 | 178 226 | 178 226 | 52 432 CHF | 54 214 CHF | 99,69% | 99,69% |
11/07/2024 | 3,67% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 53 510 CHF | 55 510 CHF | 99,43% | 99,43% |
10/07/2024 | 3,88% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 201 029 | 201 029 | 50 852 CHF | 52 862 CHF | 96,08% | 96,08% |
09/07/2024 | 3,84% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 205 377 | 205 377 | 52 447 CHF | 54 501 CHF | 99,67% | 99,67% |
08/07/2024 | 3,43% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 184 866 | 184 866 | 52 989 CHF | 54 838 CHF | 99,84% | 99,84% |
05/07/2024 | 3,31% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 179 011 | 179 011 | 53 211 CHF | 55 001 CHF | 100,00% | 100,00% |
04/07/2024 | 3,32% | 0,30 CHF | 0,31 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 51 779 CHF | 53 529 CHF | 100,00% | 100,00% |
03/07/2024 | 3,47% | 0,29 CHF | 0,30 CHF | 175 000 | 175 000 | 186 479 | 186 479 | 52 709 CHF | 54 573 CHF | 99,23% | 99,23% |