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 | 4,90% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 250 780 | 250 780 | 49 969 CHF | 52 477 CHF | 99,39% | 99,39% |
16/07/2024 | 4,84% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 50 431 CHF | 52 931 CHF | 100,00% | 100,00% |
15/07/2024 | 5,01% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 263 123 | 263 123 | 51 200 CHF | 53 831 CHF | 100,00% | 100,00% |
12/07/2024 | 4,88% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 253 024 | 253 024 | 50 576 CHF | 53 106 CHF | 99,67% | 99,67% |
11/07/2024 | 4,66% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 52 358 CHF | 54 858 CHF | 86,33% | 86,33% |
10/07/2024 | 4,55% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 249 842 | 249 842 | 53 715 CHF | 56 213 CHF | 96,08% | 96,08% |
09/07/2024 | 4,59% | 0,23 CHF | 0,24 CHF | 250 000 | 250 000 | 249 226 | 249 227 | 53 111 CHF | 55 603 CHF | 99,65% | 99,65% |
08/07/2024 | 5,24% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 284 888 | 284 888 | 52 888 CHF | 55 737 CHF | 99,84% | 99,84% |
05/07/2024 | 4,85% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 251 201 | 251 201 | 50 595 CHF | 53 107 CHF | 100,00% | 100,00% |
04/07/2024 | 4,24% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 51 915 CHF | 54 165 CHF | 100,00% | 100,00% |