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 | 7,47% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 401 417 | 401 417 | 51 751 CHF | 55 765 CHF | 98,87% | 98,87% |
16/07/2024 | 6,48% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 351 626 | 351 626 | 52 530 CHF | 56 046 CHF | 99,39% | 99,39% |
15/07/2024 | 6,06% | 0,15 CHF | 0,16 CHF | 325 000 | 325 000 | 323 985 | 323 985 | 51 856 CHF | 55 096 CHF | 99,39% | 99,39% |
12/07/2024 | 5,90% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 313 851 | 313 851 | 51 605 CHF | 54 743 CHF | 99,06% | 99,06% |
11/07/2024 | 5,95% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 316 647 | 316 647 | 51 597 CHF | 54 764 CHF | 97,63% | 97,63% |
10/07/2024 | 5,96% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 317 817 | 317 817 | 51 727 CHF | 54 905 CHF | 95,49% | 95,49% |
09/07/2024 | 5,86% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 311 965 | 311 965 | 51 643 CHF | 54 763 CHF | 99,06% | 99,06% |
08/07/2024 | 5,96% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 317 863 | 317 863 | 51 711 CHF | 54 890 CHF | 99,22% | 99,22% |
05/07/2024 | 5,63% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 299 472 | 299 472 | 51 678 CHF | 54 673 CHF | 99,39% | 99,39% |
04/07/2024 | 5,21% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 282 470 | 282 470 | 52 784 CHF | 55 608 CHF | 99,39% | 99,39% |