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 | 3,70% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 53 062 CHF | 55 062 CHF | 100,00% | 100,00% |
15/07/2024 | 3,80% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 203 998 | 203 998 | 52 672 CHF | 54 712 CHF | 100,00% | 100,00% |
12/07/2024 | 4,11% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 220 861 | 220 861 | 52 610 CHF | 54 819 CHF | 99,68% | 99,68% |
11/07/2024 | 4,37% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 239 565 | 239 565 | 53 600 CHF | 55 996 CHF | 91,56% | 91,56% |
10/07/2024 | 4,34% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 237 195 | 237 195 | 53 375 CHF | 55 746 CHF | 96,07% | 96,07% |
09/07/2024 | 4,36% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 238 066 | 238 066 | 53 396 CHF | 55 776 CHF | 99,66% | 99,66% |
08/07/2024 | 4,76% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 253 654 | 253 654 | 52 108 CHF | 54 644 CHF | 99,84% | 99,84% |
05/07/2024 | 4,47% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 247 557 | 247 557 | 54 213 CHF | 56 688 CHF | 100,00% | 100,00% |
04/07/2024 | 4,15% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 222 578 | 222 577 | 52 481 CHF | 54 707 CHF | 100,00% | 100,00% |
03/07/2024 | 3,85% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 200 263 | 200 263 | 51 080 CHF | 53 082 CHF | 99,23% | 99,23% |