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 | 9,10% | 0,11 CHF | 0,12 CHF | 920 100 | 920 100 | 920 100 | 920 100 | 96 525 CHF | 105 726 CHF | 100,00% | 100,00% |
15/07/2024 | 8,18% | 0,11 CHF | 0,12 CHF | 846 500 | 846 500 | 846 500 | 846 500 | 99 389 CHF | 107 854 CHF | 100,00% | 100,00% |
12/07/2024 | 8,00% | 0,12 CHF | 0,13 CHF | 845 200 | 845 200 | 845 200 | 845 200 | 101 426 CHF | 109 878 CHF | 100,00% | 100,00% |
11/07/2024 | 8,03% | 0,12 CHF | 0,13 CHF | 865 500 | 865 500 | 865 500 | 865 500 | 103 464 CHF | 112 119 CHF | 100,00% | 100,00% |
10/07/2024 | 8,27% | 0,12 CHF | 0,13 CHF | 871 500 | 871 500 | 871 500 | 871 500 | 101 094 CHF | 109 809 CHF | 100,00% | 100,00% |
09/07/2024 | 8,21% | 0,12 CHF | 0,13 CHF | 878 700 | 878 700 | 878 700 | 878 700 | 102 657 CHF | 111 444 CHF | 99,74% | 99,74% |
08/07/2024 | 8,08% | 0,12 CHF | 0,13 CHF | 838 600 | 838 600 | 838 600 | 838 600 | 99 654 CHF | 108 040 CHF | 99,31% | 99,31% |
05/07/2024 | 8,03% | 0,12 CHF | 0,13 CHF | 865 900 | 865 900 | 865 900 | 865 900 | 103 550 CHF | 112 209 CHF | 100,00% | 100,00% |
04/07/2024 | 8,28% | 0,12 CHF | 0,13 CHF | 899 700 | 899 700 | 899 700 | 899 700 | 104 212 CHF | 113 209 CHF | 99,63% | 99,63% |
03/07/2024 | 8,83% | 0,11 CHF | 0,12 CHF | 961 000 | 961 000 | 962 602 | 962 602 | 104 283 CHF | 113 909 CHF | 100,00% | 100,00% |