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 | 5,42% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 290 368 | 290 368 | 52 115 CHF | 55 018 CHF | 100,00% | 100,00% |
15/07/2024 | 4,13% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 219 485 | 219 485 | 52 033 CHF | 54 228 CHF | 100,00% | 100,00% |
12/07/2024 | 3,35% | 0,31 CHF | 0,32 CHF | 175 000 | 175 000 | 177 596 | 177 596 | 52 163 CHF | 53 938 CHF | 99,68% | 99,68% |
11/07/2024 | 4,00% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 211 703 | 211 703 | 51 822 CHF | 53 939 CHF | 99,29% | 99,29% |
10/07/2024 | 4,49% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 245 750 | 245 750 | 53 573 CHF | 56 031 CHF | 96,08% | 96,08% |
09/07/2024 | 4,35% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 236 681 | 236 681 | 53 136 CHF | 55 503 CHF | 99,66% | 99,66% |
08/07/2024 | 3,91% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 206 981 | 206 981 | 51 954 CHF | 54 024 CHF | 99,84% | 99,84% |
05/07/2024 | 3,26% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 179 059 | 179 059 | 54 076 CHF | 55 866 CHF | 100,00% | 100,00% |
04/07/2024 | 3,54% | 0,29 CHF | 0,30 CHF | 200 000 | 200 000 | 197 658 | 197 658 | 54 798 CHF | 56 775 CHF | 100,00% | 100,00% |
03/07/2024 | 3,65% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 53 841 CHF | 55 841 CHF | 99,23% | 99,23% |