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 | 4,32% | 0,25 CHF | 0,26 CHF | 520 000 | 520 000 | 233 228 | 233 228 | 56 085 CHF | 58 439 CHF | 99,89% | 99,89% |
15/07/2024 | 4,64% | 0,21 CHF | 0,22 CHF | 520 000 | 520 000 | 235 972 | 235 972 | 51 611 CHF | 53 980 CHF | 97,78% | 97,78% |
12/07/2024 | 4,24% | 0,21 CHF | 0,22 CHF | 520 000 | 520 000 | 234 118 | 234 118 | 54 821 CHF | 57 174 CHF | 99,99% | 99,99% |
11/07/2024 | 5,54% | 0,21 CHF | 0,22 CHF | 520 000 | 520 000 | 224 395 | 224 395 | 43 024 CHF | 45 290 CHF | 99,89% | 99,89% |
10/07/2024 | 5,18% | 0,19 CHF | 0,20 CHF | 480 000 | 480 000 | 226 618 | 226 618 | 43 908 CHF | 46 183 CHF | 100,00% | 100,00% |
09/07/2024 | 4,77% | 0,20 CHF | 0,21 CHF | 520 000 | 520 000 | 234 058 | 234 058 | 48 831 CHF | 51 185 CHF | 99,70% | 99,70% |
08/07/2024 | 4,18% | 0,23 CHF | 0,24 CHF | 520 000 | 520 000 | 233 942 | 233 942 | 55 622 CHF | 57 974 CHF | 100,00% | 100,00% |
05/07/2024 | 4,26% | 0,25 CHF | 0,26 CHF | 520 000 | 520 000 | 234 853 | 234 853 | 56 153 CHF | 58 511 CHF | 99,29% | 99,29% |
04/07/2024 | 4,10% | 0,24 CHF | 0,25 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 38 258 CHF | 39 858 CHF | 98,45% | 98,45% |
03/07/2024 | 3,53% | 0,26 CHF | 0,27 CHF | 520 000 | 520 000 | 248 398 | 248 398 | 70 581 CHF | 73 075 CHF | 99,54% | 99,54% |