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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 5,34% | 0,19 CHF | 0,20 CHF | 300 000 | 300 000 | 292 795 | 292 794 | 53 416 CHF | 56 344 CHF | 98,84% | 98,84% |
16/07/2024 | 4,71% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 51 910 CHF | 54 410 CHF | 99,39% | 99,39% |
15/07/2024 | 4,36% | 0,23 CHF | 0,24 CHF | 250 000 | 250 000 | 242 550 | 242 550 | 54 392 CHF | 56 817 CHF | 99,39% | 99,39% |
12/07/2024 | 4,62% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 248 009 | 248 009 | 52 498 CHF | 54 978 CHF | 99,07% | 99,07% |
11/07/2024 | 5,22% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 283 202 | 283 201 | 52 826 CHF | 55 658 CHF | 82,13% | 82,13% |
10/07/2024 | 5,46% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 53 463 CHF | 56 463 CHF | 95,48% | 95,48% |
09/07/2024 | 5,67% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 51 466 CHF | 54 466 CHF | 99,03% | 99,03% |
08/07/2024 | 5,39% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 297 635 | 297 635 | 53 766 CHF | 56 742 CHF | 99,24% | 99,24% |
05/07/2024 | 5,19% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 280 775 | 280 775 | 52 661 CHF | 55 469 CHF | 99,39% | 99,39% |
04/07/2024 | 5,25% | 0,19 CHF | 0,20 CHF | 300 000 | 300 000 | 287 277 | 287 277 | 53 297 CHF | 56 169 CHF | 99,39% | 99,39% |