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 | 4,10% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 224 211 | 224 211 | 53 620 CHF | 55 863 CHF | 99,07% | 99,07% |
15/07/2024 | 4,27% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 225 526 | 225 526 | 51 752 CHF | 54 007 CHF | 99,04% | 99,04% |
12/07/2024 | 3,94% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 204 108 | 204 108 | 50 810 CHF | 52 851 CHF | 98,83% | 98,83% |
11/07/2024 | 3,95% | 0,24 CHF | 0,25 CHF | 200 000 | 200 000 | 203 326 | 203 326 | 50 418 CHF | 52 451 CHF | 96,70% | 96,70% |
10/07/2024 | 3,98% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 219 335 | 219 335 | 53 974 CHF | 56 167 CHF | 95,12% | 95,12% |
09/07/2024 | 4,37% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 241 660 | 241 660 | 54 049 CHF | 56 466 CHF | 98,63% | 98,63% |
08/07/2024 | 4,85% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 250 080 | 250 080 | 50 375 CHF | 52 876 CHF | 98,56% | 98,56% |
05/07/2024 | 4,79% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 254 633 | 254 633 | 51 928 CHF | 54 474 CHF | 99,17% | 99,17% |
04/07/2024 | 4,65% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 52 500 CHF | 55 000 CHF | 99,18% | 99,18% |
03/07/2024 | 4,30% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 230 199 | 230 199 | 52 398 CHF | 54 700 CHF | 98,44% | 98,44% |