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 | 5,94% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 316 309 | 316 309 | 51 622 CHF | 54 785 CHF | 98,83% | 98,83% |
16/07/2024 | 5,60% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 303 181 | 303 181 | 52 708 CHF | 55 740 CHF | 99,39% | 99,39% |
15/07/2024 | 5,69% | 0,17 CHF | 0,18 CHF | 325 000 | 325 000 | 304 555 | 304 555 | 52 017 CHF | 55 062 CHF | 99,39% | 99,39% |
12/07/2024 | 5,08% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 270 149 | 270 149 | 51 836 CHF | 54 537 CHF | 99,08% | 99,08% |
11/07/2024 | 5,51% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 294 074 | 294 074 | 51 933 CHF | 54 874 CHF | 98,53% | 98,53% |
10/07/2024 | 5,84% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 309 590 | 309 590 | 51 426 CHF | 54 522 CHF | 95,46% | 95,46% |
09/07/2024 | 5,79% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 308 321 | 308 321 | 51 701 CHF | 54 784 CHF | 99,05% | 99,05% |
08/07/2024 | 5,47% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 299 736 | 299 736 | 53 315 CHF | 56 312 CHF | 99,23% | 99,23% |
05/07/2024 | 5,72% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 301 542 | 301 542 | 51 248 CHF | 54 264 CHF | 99,39% | 99,39% |
04/07/2024 | 7,03% | 0,16 CHF | 0,17 CHF | 375 000 | 375 000 | 382 289 | 382 289 | 52 459 CHF | 56 281 CHF | 99,39% | 99,39% |