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 | 3,61% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 54 338 CHF | 56 338 CHF | 99,44% | 99,44% |
16/07/2024 | 3,52% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 55 826 CHF | 57 826 CHF | 100,00% | 100,00% |
15/07/2024 | 3,64% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 53 970 CHF | 55 970 CHF | 100,00% | 100,00% |
12/07/2024 | 3,54% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 198 722 | 198 722 | 55 141 CHF | 57 128 CHF | 99,67% | 99,67% |
11/07/2024 | 3,44% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 185 853 | 185 853 | 53 056 CHF | 54 914 CHF | 96,99% | 96,99% |
10/07/2024 | 3,39% | 0,29 CHF | 0,30 CHF | 175 000 | 175 000 | 179 611 | 179 611 | 52 048 CHF | 53 844 CHF | 96,07% | 96,07% |
09/07/2024 | 3,42% | 0,30 CHF | 0,31 CHF | 175 000 | 175 000 | 185 703 | 185 703 | 53 280 CHF | 55 137 CHF | 99,65% | 99,65% |
08/07/2024 | 3,82% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 51 370 CHF | 53 370 CHF | 99,85% | 99,85% |
05/07/2024 | 3,59% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 199 899 | 199 899 | 54 683 CHF | 56 682 CHF | 100,00% | 100,00% |
04/07/2024 | 3,24% | 0,30 CHF | 0,31 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 53 108 CHF | 54 858 CHF | 100,00% | 100,00% |