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 | 3,13% | 0,33 CHF | 0,34 CHF | 175 000 | 175 000 | 174 912 | 174 912 | 55 064 CHF | 56 813 CHF | 99,07% | 99,07% |
15/07/2024 | 2,98% | 0,33 CHF | 0,34 CHF | 150 000 | 150 000 | 172 742 | 172 742 | 57 093 CHF | 58 820 CHF | 99,05% | 99,05% |
12/07/2024 | 3,14% | 0,33 CHF | 0,34 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 54 826 CHF | 56 576 CHF | 98,83% | 98,83% |
11/07/2024 | 3,06% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 174 131 | 174 131 | 56 058 CHF | 57 799 CHF | 98,43% | 98,43% |
10/07/2024 | 3,18% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 179 320 | 179 320 | 55 523 CHF | 57 316 CHF | 95,11% | 95,11% |
09/07/2024 | 2,82% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 154 963 | 154 963 | 54 227 CHF | 55 777 CHF | 98,68% | 98,68% |
08/07/2024 | 2,49% | 0,38 CHF | 0,39 CHF | 150 000 | 150 000 | 130 251 | 130 251 | 51 515 CHF | 52 818 CHF | 98,58% | 98,58% |
05/07/2024 | 2,49% | 0,43 CHF | 0,44 CHF | 125 000 | 125 000 | 144 000 | 144 000 | 57 080 CHF | 58 520 CHF | 99,17% | 99,17% |
04/07/2024 | 2,59% | 0,38 CHF | 0,39 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 57 259 CHF | 58 759 CHF | 99,18% | 99,18% |
03/07/2024 | 2,72% | 0,39 CHF | 0,40 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 54 421 CHF | 55 921 CHF | 98,45% | 98,45% |