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 | 4,12% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 220 828 | 220 828 | 52 463 CHF | 54 672 CHF | 100,00% | 100,00% |
15/07/2024 | 3,81% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 200 778 | 200 778 | 51 658 CHF | 53 666 CHF | 100,00% | 100,00% |
12/07/2024 | 3,78% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 200 116 | 200 116 | 51 936 CHF | 53 937 CHF | 99,67% | 99,67% |
11/07/2024 | 3,99% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 210 444 | 210 444 | 51 644 CHF | 53 748 CHF | 98,30% | 98,30% |
10/07/2024 | 4,32% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 230 583 | 230 583 | 52 236 CHF | 54 541 CHF | 96,07% | 96,07% |
09/07/2024 | 4,51% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 242 919 | 242 919 | 52 638 CHF | 55 067 CHF | 99,64% | 99,64% |
08/07/2024 | 3,46% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 188 527 | 188 527 | 53 538 CHF | 55 423 CHF | 99,84% | 99,84% |
05/07/2024 | 3,44% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 185 157 | 185 157 | 52 868 CHF | 54 719 CHF | 100,00% | 100,00% |
04/07/2024 | 3,36% | 0,29 CHF | 0,30 CHF | 200 000 | 200 000 | 180 878 | 180 878 | 52 941 CHF | 54 750 CHF | 100,00% | 100,00% |
03/07/2024 | 3,96% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 209 994 | 209 994 | 52 016 CHF | 54 116 CHF | 99,25% | 99,25% |