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 | 3,82% | 0,25 CHF | 0,26 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 32 118 CHF | 33 368 CHF | 99,52% | 99,52% |
15/07/2024 | 3,88% | 0,26 CHF | 0,27 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 37 951 CHF | 39 451 CHF | 99,53% | 99,53% |
12/07/2024 | 3,91% | 0,24 CHF | 0,25 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 37 675 CHF | 39 175 CHF | 99,50% | 99,50% |
11/07/2024 | 3,65% | 0,25 CHF | 0,26 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 33 689 CHF | 34 939 CHF | 99,48% | 99,48% |
10/07/2024 | 3,40% | 0,29 CHF | 0,30 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 36 101 CHF | 37 351 CHF | 99,47% | 99,51% |
09/07/2024 | 3,61% | 0,28 CHF | 0,29 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 34 041 CHF | 35 291 CHF | 99,43% | 99,48% |
08/07/2024 | 3,75% | 0,27 CHF | 0,28 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 39 218 CHF | 40 718 CHF | 99,53% | 99,55% |
05/07/2024 | 3,89% | 0,26 CHF | 0,27 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 37 816 CHF | 39 316 CHF | 99,55% | 99,55% |
04/07/2024 | 3,74% | 0,25 CHF | 0,26 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 32 844 CHF | 34 094 CHF | 99,55% | 99,55% |
03/07/2024 | 3,62% | 0,27 CHF | 0,28 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 33 922 CHF | 35 172 CHF | 99,53% | 99,53% |