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 | 4,52% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 249 929 | 249 929 | 54 067 CHF | 56 567 CHF | 100,00% | 100,00% |
15/07/2024 | 4,10% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 220 312 | 220 312 | 52 684 CHF | 54 887 CHF | 100,00% | 100,00% |
12/07/2024 | 4,03% | 0,25 CHF | 0,26 CHF | 225 000 | 225 000 | 218 287 | 218 287 | 53 077 CHF | 55 259 CHF | 99,68% | 99,68% |
11/07/2024 | 4,24% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 227 260 | 227 260 | 52 521 CHF | 54 794 CHF | 99,42% | 99,42% |
10/07/2024 | 4,50% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 54 306 CHF | 56 806 CHF | 96,07% | 96,07% |
09/07/2024 | 4,55% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 53 734 CHF | 56 234 CHF | 99,65% | 99,65% |
08/07/2024 | 4,09% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 220 800 | 220 800 | 52 852 CHF | 55 061 CHF | 99,84% | 99,84% |
05/07/2024 | 4,00% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 212 148 | 212 148 | 51 911 CHF | 54 032 CHF | 100,00% | 100,00% |
04/07/2024 | 3,97% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 208 477 | 208 477 | 51 405 CHF | 53 490 CHF | 100,00% | 100,00% |
03/07/2024 | 4,33% | 0,23 CHF | 0,24 CHF | 250 000 | 250 000 | 235 305 | 235 305 | 53 205 CHF | 55 558 CHF | 99,23% | 99,23% |