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 | 10,52% | 0,09 CHF | 0,10 CHF | 300 000 | 100 000 | 299 791 | 99 948 | 27 007 CHF | 10 004 CHF | 99,48% | 99,48% |
15/07/2024 | 8,15% | 0,10 CHF | 0,11 CHF | 300 000 | 100 000 | 299 753 | 99 938 | 35 483 CHF | 12 829 CHF | 84,28% | 84,28% |
12/07/2024 | 7,92% | 0,13 CHF | 0,14 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 36 386 CHF | 13 129 CHF | 95,92% | 95,92% |
11/07/2024 | 8,80% | 0,11 CHF | 0,12 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 32 635 CHF | 11 878 CHF | 97,18% | 97,18% |
10/07/2024 | 8,97% | 0,11 CHF | 0,12 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 31 995 CHF | 11 665 CHF | 100,00% | 100,00% |
09/07/2024 | 8,60% | 0,10 CHF | 0,11 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 33 437 CHF | 12 146 CHF | 100,00% | 100,00% |
08/07/2024 | 8,94% | 0,10 CHF | 0,11 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 32 133 CHF | 11 711 CHF | 99,37% | 99,37% |
05/07/2024 | 8,86% | 0,10 CHF | 0,11 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 32 425 CHF | 11 808 CHF | 98,17% | 98,17% |
04/07/2024 | 8,79% | 0,11 CHF | 0,12 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 32 653 CHF | 11 885 CHF | 98,75% | 98,75% |
03/07/2024 | 9,11% | 0,11 CHF | 0,12 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 31 495 CHF | 11 498 CHF | 99,70% | 99,70% |