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 | 24,06% | 0,11 CHF | 0,14 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 1 406 CHF | 1 790 CHF | 99,59% | 99,59% |
15/07/2024 | 19,69% | 0,13 CHF | 0,16 CHF | 12 500 | 12 500 | 148 633 | 17 096 | 19 611 CHF | 2 674 CHF | 89,91% | 89,91% |
12/07/2024 | 13,98% | 0,15 CHF | 0,17 CHF | 340 000 | 25 000 | 354 608 | 25 000 | 50 555 CHF | 4 104 CHF | 98,91% | 98,91% |
11/07/2024 | 12,41% | 0,16 CHF | 0,18 CHF | 320 000 | 25 000 | 317 331 | 24 986 | 51 112 CHF | 4 560 CHF | 94,28% | 94,28% |
10/07/2024 | 14,32% | 0,14 CHF | 0,17 CHF | 360 000 | 25 000 | 363 392 | 25 000 | 50 435 CHF | 4 007 CHF | 90,36% | 90,36% |
09/07/2024 | 13,66% | 0,14 CHF | 0,16 CHF | 360 000 | 25 000 | 351 178 | 25 000 | 50 701 CHF | 4 143 CHF | 100,00% | 100,00% |
08/07/2024 | 14,39% | 0,13 CHF | 0,15 CHF | 390 000 | 25 000 | 386 520 | 25 000 | 50 665 CHF | 3 788 CHF | 100,00% | 100,00% |
05/07/2024 | 13,12% | 0,14 CHF | 0,16 CHF | 360 000 | 25 000 | 345 815 | 25 000 | 50 884 CHF | 4 199 CHF | 98,86% | 98,86% |
04/07/2024 | 14,03% | 0,14 CHF | 0,17 CHF | 360 000 | 25 000 | 357 343 | 25 000 | 50 499 CHF | 4 069 CHF | 98,11% | 98,11% |
03/07/2024 | 14,16% | 0,14 CHF | 0,16 CHF | 360 000 | 25 000 | 349 503 | 25 000 | 50 715 CHF | 4 184 CHF | 99,82% | 99,82% |