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 | 3,49% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 197 152 | 197 152 | 55 483 CHF | 57 455 CHF | 99,45% | 99,45% |
16/07/2024 | 3,51% | 0,28 CHF | 0,29 CHF | 175 000 | 175 000 | 197 246 | 197 246 | 55 179 CHF | 57 152 CHF | 100,00% | 100,00% |
15/07/2024 | 3,39% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 178 573 | 178 573 | 51 738 CHF | 53 524 CHF | 100,00% | 100,00% |
12/07/2024 | 3,54% | 0,30 CHF | 0,31 CHF | 175 000 | 175 000 | 195 408 | 195 408 | 54 161 CHF | 56 115 CHF | 99,66% | 99,66% |
11/07/2024 | 3,67% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 53 582 CHF | 55 582 CHF | 96,63% | 96,63% |
10/07/2024 | 3,74% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 200 157 | 200 157 | 52 574 CHF | 54 576 CHF | 96,09% | 96,09% |
09/07/2024 | 3,74% | 0,24 CHF | 0,25 CHF | 200 000 | 200 000 | 199 985 | 199 985 | 52 516 CHF | 54 515 CHF | 99,66% | 99,66% |
08/07/2024 | 3,20% | 0,30 CHF | 0,31 CHF | 175 000 | 175 000 | 175 780 | 175 780 | 53 990 CHF | 55 748 CHF | 99,84% | 99,84% |
05/07/2024 | 3,48% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 192 964 | 192 964 | 54 478 CHF | 56 408 CHF | 100,00% | 100,00% |
04/07/2024 | 3,94% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 204 022 | 204 022 | 50 692 CHF | 52 732 CHF | 100,00% | 100,00% |