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 | 5,06% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 266 687 | 266 687 | 51 287 CHF | 53 954 CHF | 100,00% | 100,00% |
15/07/2024 | 5,56% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 300 260 | 300 260 | 52 533 CHF | 55 535 CHF | 100,00% | 100,00% |
12/07/2024 | 5,60% | 0,16 CHF | 0,17 CHF | 300 000 | 300 000 | 300 433 | 300 433 | 52 198 CHF | 55 202 CHF | 99,68% | 99,68% |
11/07/2024 | 5,03% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 266 341 | 266 341 | 51 614 CHF | 54 277 CHF | 98,30% | 98,30% |
10/07/2024 | 4,50% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 245 498 | 245 498 | 53 294 CHF | 55 749 CHF | 96,09% | 96,09% |
09/07/2024 | 4,32% | 0,25 CHF | 0,26 CHF | 225 000 | 225 000 | 235 273 | 235 273 | 53 270 CHF | 55 623 CHF | 99,65% | 99,65% |
08/07/2024 | 5,72% | 0,19 CHF | 0,20 CHF | 300 000 | 300 000 | 308 867 | 308 867 | 52 481 CHF | 55 570 CHF | 99,84% | 99,84% |
05/07/2024 | 4,82% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 50 693 CHF | 53 193 CHF | 100,00% | 100,00% |
04/07/2024 | 4,83% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 252 971 | 252 971 | 51 139 CHF | 53 668 CHF | 100,00% | 100,00% |
03/07/2024 | 4,13% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 220 948 | 220 948 | 52 394 CHF | 54 603 CHF | 99,23% | 99,23% |