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 | 6,47% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 351 390 | 351 390 | 52 580 CHF | 56 094 CHF | 100,00% | 100,00% |
15/07/2024 | 6,40% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 347 136 | 347 136 | 52 543 CHF | 56 015 CHF | 100,00% | 100,00% |
12/07/2024 | 6,55% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 353 766 | 353 766 | 52 263 CHF | 55 800 CHF | 99,69% | 99,69% |
11/07/2024 | 6,46% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 349 026 | 349 026 | 52 275 CHF | 55 765 CHF | 98,77% | 98,77% |
10/07/2024 | 6,27% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 338 345 | 338 345 | 52 250 CHF | 55 634 CHF | 96,07% | 96,07% |
09/07/2024 | 5,91% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 313 220 | 313 220 | 51 425 CHF | 54 557 CHF | 99,67% | 99,67% |
08/07/2024 | 5,26% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 286 424 | 286 424 | 52 965 CHF | 55 829 CHF | 99,85% | 99,85% |
05/07/2024 | 4,95% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 256 197 | 256 196 | 50 490 CHF | 53 052 CHF | 100,00% | 100,00% |
04/07/2024 | 5,39% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 298 600 | 298 600 | 53 890 CHF | 56 876 CHF | 100,00% | 100,00% |
03/07/2024 | 5,45% | 0,19 CHF | 0,20 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 44 671 CHF | 47 171 CHF | 99,25% | 99,25% |