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 | 10,74% | 0,19 CHF | 0,21 CHF | 270 000 | 75 000 | 269 471 | 75 000 | 50 999 CHF | 15 814 CHF | 100,00% | 100,00% |
15/07/2024 | 8,73% | 0,20 CHF | 0,22 CHF | 250 000 | 75 000 | 214 934 | 75 000 | 50 326 CHF | 19 243 CHF | 95,22% | 95,22% |
12/07/2024 | 8,57% | 0,23 CHF | 0,25 CHF | 220 000 | 75 000 | 209 468 | 75 000 | 50 342 CHF | 19 654 CHF | 99,01% | 99,01% |
11/07/2024 | 8,92% | 0,21 CHF | 0,23 CHF | 240 000 | 75 000 | 225 640 | 75 000 | 50 535 CHF | 18 395 CHF | 89,99% | 89,99% |
10/07/2024 | 12,76% | 0,18 CHF | 0,20 CHF | 280 000 | 75 000 | 325 540 | 75 000 | 51 047 CHF | 13 396 CHF | 100,00% | 100,00% |
09/07/2024 | 11,70% | 0,16 CHF | 0,18 CHF | 320 000 | 75 000 | 309 507 | 75 000 | 51 089 CHF | 13 931 CHF | 100,00% | 100,00% |
08/07/2024 | 12,36% | 0,16 CHF | 0,18 CHF | 320 000 | 75 000 | 326 894 | 75 000 | 51 050 CHF | 13 285 CHF | 99,71% | 99,71% |
05/07/2024 | 12,23% | 0,14 CHF | 0,17 CHF | 360 000 | 75 000 | 325 683 | 75 000 | 51 111 CHF | 13 318 CHF | 97,38% | 97,38% |
04/07/2024 | 12,56% | 0,16 CHF | 0,18 CHF | 320 000 | 75 000 | 329 528 | 75 000 | 51 057 CHF | 13 198 CHF | 100,00% | 100,00% |
03/07/2024 | 13,99% | 0,13 CHF | 0,15 CHF | 390 000 | 75 000 | 369 289 | 75 000 | 50 493 CHF | 11 810 CHF | 99,73% | 99,73% |