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 | 5,01% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 262 848 | 262 847 | 51 133 CHF | 53 762 CHF | 100,00% | 100,00% |
15/07/2024 | 5,26% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 286 616 | 286 616 | 53 023 CHF | 55 890 CHF | 100,00% | 100,00% |
12/07/2024 | 5,15% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 276 317 | 276 317 | 52 229 CHF | 54 993 CHF | 99,68% | 99,68% |
11/07/2024 | 4,67% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 52 315 CHF | 54 815 CHF | 68,73% | 68,73% |
10/07/2024 | 4,43% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 245 728 | 245 728 | 54 197 CHF | 56 654 CHF | 96,09% | 96,09% |
09/07/2024 | 4,36% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 240 007 | 240 007 | 53 772 CHF | 56 172 CHF | 99,67% | 99,67% |
08/07/2024 | 4,59% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 249 607 | 249 607 | 53 185 CHF | 55 681 CHF | 99,84% | 99,84% |
05/07/2024 | 4,69% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 247 807 | 247 807 | 51 642 CHF | 54 120 CHF | 100,00% | 100,00% |
04/07/2024 | 4,65% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 52 500 CHF | 55 000 CHF | 100,00% | 100,00% |
03/07/2024 | 4,49% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 244 542 | 244 542 | 53 197 CHF | 55 643 CHF | 99,22% | 99,22% |