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 | 4,97% | 0,20 CHF | 0,21 CHF | 190 000 | 190 000 | 188 450 | 188 450 | 37 612 CHF | 39 512 CHF | 99,99% | 99,99% |
15/07/2024 | 4,32% | 0,22 CHF | 0,23 CHF | 190 000 | 190 000 | 190 000 | 190 000 | 42 999 CHF | 44 899 CHF | 100,00% | 100,00% |
12/07/2024 | 4,28% | 0,23 CHF | 0,24 CHF | 190 000 | 190 000 | 191 603 | 191 603 | 43 788 CHF | 45 704 CHF | 100,00% | 100,00% |
11/07/2024 | 4,40% | 0,22 CHF | 0,23 CHF | 190 000 | 190 000 | 190 000 | 190 000 | 42 199 CHF | 44 099 CHF | 99,99% | 99,99% |
10/07/2024 | 4,39% | 0,22 CHF | 0,23 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 44 605 CHF | 46 605 CHF | 100,00% | 100,00% |
09/07/2024 | 4,69% | 0,21 CHF | 0,22 CHF | 190 000 | 190 000 | 192 781 | 192 781 | 40 324 CHF | 42 257 CHF | 100,00% | 100,00% |
08/07/2024 | 4,36% | 0,23 CHF | 0,24 CHF | 190 000 | 190 000 | 198 741 | 198 741 | 44 718 CHF | 46 709 CHF | 100,00% | 100,00% |