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 | 3,48% | 0,29 CHF | 0,30 CHF | 200 000 | 200 000 | 190 085 | 190 085 | 53 678 CHF | 55 579 CHF | 100,00% | 100,00% |
15/07/2024 | 3,56% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 195 827 | 195 827 | 54 007 CHF | 55 965 CHF | 100,00% | 100,00% |
12/07/2024 | 3,79% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 201 610 | 201 610 | 52 153 CHF | 54 169 CHF | 99,68% | 99,68% |
11/07/2024 | 3,99% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 212 748 | 212 748 | 52 165 CHF | 54 292 CHF | 97,11% | 97,11% |
10/07/2024 | 4,00% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 212 466 | 212 466 | 52 054 CHF | 54 179 CHF | 96,08% | 96,08% |
09/07/2024 | 4,00% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 212 549 | 212 549 | 52 076 CHF | 54 202 CHF | 99,66% | 99,66% |
08/07/2024 | 4,30% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 233 318 | 233 318 | 53 088 CHF | 55 421 CHF | 99,84% | 99,84% |
05/07/2024 | 4,08% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 222 557 | 222 557 | 53 456 CHF | 55 682 CHF | 100,00% | 100,00% |
04/07/2024 | 3,87% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 50 746 CHF | 52 746 CHF | 100,00% | 100,00% |
03/07/2024 | 3,60% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 198 783 | 198 783 | 54 208 CHF | 56 196 CHF | 99,23% | 99,23% |