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 | 4,37% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 242 196 | 242 196 | 54 153 CHF | 56 575 CHF | 100,00% | 100,00% |
15/07/2024 | 4,11% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 223 282 | 223 282 | 53 194 CHF | 55 426 CHF | 100,00% | 100,00% |
12/07/2024 | 4,02% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 212 578 | 212 578 | 51 788 CHF | 53 914 CHF | 99,66% | 99,66% |
11/07/2024 | 4,23% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 226 517 | 226 517 | 52 479 CHF | 54 744 CHF | 99,18% | 99,18% |
10/07/2024 | 4,49% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 249 491 | 249 491 | 54 381 CHF | 56 876 CHF | 96,08% | 96,08% |
09/07/2024 | 4,69% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 249 945 | 249 945 | 52 150 CHF | 54 649 CHF | 99,64% | 99,64% |
08/07/2024 | 3,80% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 204 387 | 204 387 | 52 795 CHF | 54 839 CHF | 99,84% | 99,84% |
05/07/2024 | 3,78% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 51 878 CHF | 53 878 CHF | 100,00% | 100,00% |
04/07/2024 | 3,71% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 200 303 | 200 303 | 53 047 CHF | 55 050 CHF | 100,00% | 100,00% |
03/07/2024 | 4,24% | 0,23 CHF | 0,24 CHF | 250 000 | 250 000 | 230 260 | 230 260 | 53 205 CHF | 55 507 CHF | 99,23% | 99,23% |