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 | 3,85% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 51 007 CHF | 53 007 CHF | 99,44% | 99,44% |
16/07/2024 | 3,67% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 53 553 CHF | 55 553 CHF | 100,00% | 100,00% |
15/07/2024 | 3,61% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 199 601 | 199 601 | 54 255 CHF | 56 251 CHF | 100,00% | 100,00% |
12/07/2024 | 3,49% | 0,28 CHF | 0,29 CHF | 175 000 | 175 000 | 196 224 | 196 224 | 55 181 CHF | 57 143 CHF | 99,67% | 99,67% |
11/07/2024 | 3,59% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 54 753 CHF | 56 753 CHF | 98,91% | 98,91% |
10/07/2024 | 3,83% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 204 603 | 204 603 | 52 475 CHF | 54 521 CHF | 96,08% | 96,08% |
09/07/2024 | 3,96% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 205 497 | 205 497 | 50 885 CHF | 52 940 CHF | 99,65% | 99,65% |
08/07/2024 | 3,52% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 197 386 | 197 386 | 55 155 CHF | 57 128 CHF | 99,85% | 99,85% |
05/07/2024 | 3,50% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 192 198 | 192 198 | 53 943 CHF | 55 865 CHF | 100,00% | 100,00% |
04/07/2024 | 3,38% | 0,29 CHF | 0,30 CHF | 200 000 | 200 000 | 179 422 | 179 422 | 52 189 CHF | 53 983 CHF | 100,00% | 100,00% |