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 | 3,71% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 199 742 | 199 742 | 52 840 CHF | 54 837 CHF | 100,00% | 100,00% |
15/07/2024 | 3,47% | 0,29 CHF | 0,30 CHF | 200 000 | 200 000 | 192 292 | 192 293 | 54 436 CHF | 56 359 CHF | 100,00% | 100,00% |
12/07/2024 | 3,42% | 0,30 CHF | 0,31 CHF | 175 000 | 175 000 | 185 227 | 185 227 | 53 259 CHF | 55 111 CHF | 99,67% | 99,67% |
11/07/2024 | 3,58% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 54 908 CHF | 56 908 CHF | 98,79% | 98,79% |
10/07/2024 | 3,83% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 202 601 | 202 600 | 51 940 CHF | 53 966 CHF | 96,06% | 96,06% |
09/07/2024 | 3,98% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 214 052 | 214 052 | 52 677 CHF | 54 817 CHF | 99,65% | 99,65% |
08/07/2024 | 3,19% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 175 736 | 175 736 | 54 200 CHF | 55 957 CHF | 99,83% | 99,83% |
05/07/2024 | 3,19% | 0,31 CHF | 0,32 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 54 054 CHF | 55 804 CHF | 100,00% | 100,00% |
04/07/2024 | 3,11% | 0,31 CHF | 0,32 CHF | 175 000 | 175 000 | 175 151 | 175 151 | 55 491 CHF | 57 242 CHF | 100,00% | 100,00% |
03/07/2024 | 3,58% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 198 630 | 198 630 | 54 515 CHF | 56 501 CHF | 99,23% | 99,23% |