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 | 5,90% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 313 354 | 313 354 | 51 561 CHF | 54 694 CHF | 99,42% | 99,42% |
16/07/2024 | 6,02% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 321 911 | 321 911 | 51 855 CHF | 55 075 CHF | 100,00% | 100,00% |
15/07/2024 | 5,63% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 301 306 | 301 306 | 52 042 CHF | 55 055 CHF | 100,00% | 100,00% |
12/07/2024 | 6,03% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 324 882 | 324 882 | 52 291 CHF | 55 540 CHF | 99,67% | 99,67% |
11/07/2024 | 6,39% | 0,16 CHF | 0,17 CHF | 350 000 | 350 000 | 345 841 | 345 841 | 52 433 CHF | 55 892 CHF | 99,29% | 99,29% |
10/07/2024 | 6,48% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 351 031 | 351 031 | 52 386 CHF | 55 897 CHF | 96,07% | 96,07% |
09/07/2024 | 6,44% | 0,13 CHF | 0,14 CHF | 375 000 | 375 000 | 346 018 | 346 018 | 52 025 CHF | 55 485 CHF | 99,65% | 99,65% |
08/07/2024 | 4,95% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 261 690 | 261 690 | 51 547 CHF | 54 164 CHF | 99,85% | 99,85% |
05/07/2024 | 5,39% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 295 096 | 295 096 | 53 242 CHF | 56 193 CHF | 100,00% | 100,00% |
04/07/2024 | 6,94% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 377 194 | 377 194 | 52 443 CHF | 56 215 CHF | 100,00% | 100,00% |