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 | 5,47% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 53 393 CHF | 56 393 CHF | 99,44% | 99,44% |
16/07/2024 | 5,60% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 52 129 CHF | 55 129 CHF | 100,00% | 100,00% |
15/07/2024 | 5,31% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 289 588 | 289 588 | 53 096 CHF | 55 992 CHF | 100,00% | 100,00% |
12/07/2024 | 5,69% | 0,19 CHF | 0,20 CHF | 300 000 | 300 000 | 303 362 | 303 362 | 51 875 CHF | 54 909 CHF | 99,66% | 99,66% |
11/07/2024 | 5,96% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 317 712 | 317 712 | 51 684 CHF | 54 862 CHF | 99,30% | 99,30% |
10/07/2024 | 6,10% | 0,16 CHF | 0,17 CHF | 350 000 | 350 000 | 327 504 | 327 504 | 52 043 CHF | 55 318 CHF | 96,08% | 96,08% |
09/07/2024 | 6,08% | 0,14 CHF | 0,15 CHF | 350 000 | 350 000 | 323 624 | 323 623 | 51 647 CHF | 54 883 CHF | 99,67% | 99,67% |
08/07/2024 | 4,87% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 254 910 | 254 910 | 51 079 CHF | 53 628 CHF | 99,84% | 99,84% |
05/07/2024 | 5,38% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 294 735 | 294 735 | 53 325 CHF | 56 272 CHF | 100,00% | 100,00% |
04/07/2024 | 6,51% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 353 645 | 353 645 | 52 544 CHF | 56 080 CHF | 100,00% | 100,00% |