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 | 3,44% | 0,28 CHF | 0,29 CHF | 175 000 | 175 000 | 151 134 | 151 134 | 43 218 CHF | 44 730 CHF | 100,00% | 100,00% |
15/07/2024 | 3,91% | 0,25 CHF | 0,26 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 43 858 CHF | 45 608 CHF | 100,00% | 100,00% |
12/07/2024 | 4,07% | 0,24 CHF | 0,25 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 42 097 CHF | 43 847 CHF | 100,00% | 100,00% |
11/07/2024 | 4,08% | 0,24 CHF | 0,25 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 41 966 CHF | 43 716 CHF | 100,00% | 100,00% |
10/07/2024 | 3,92% | 0,25 CHF | 0,26 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 43 763 CHF | 45 513 CHF | 100,00% | 100,00% |
09/07/2024 | 4,03% | 0,25 CHF | 0,26 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 36 491 CHF | 37 991 CHF | 100,00% | 100,00% |
08/07/2024 | 3,93% | 0,25 CHF | 0,26 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 43 655 CHF | 45 405 CHF | 100,00% | 100,00% |
05/07/2024 | 4,22% | 0,24 CHF | 0,25 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 46 413 CHF | 48 413 CHF | 100,00% | 100,00% |
04/07/2024 | 4,44% | 0,22 CHF | 0,23 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 38 500 CHF | 40 250 CHF | 100,00% | 100,00% |
03/07/2024 | 4,23% | 0,23 CHF | 0,24 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 34 773 CHF | 36 273 CHF | 100,00% | 100,00% |