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 | 10,06% | 0,21 CHF | 0,23 CHF | 240 000 | 75 000 | 242 979 | 75 000 | 50 281 CHF | 17 169 CHF | 100,00% | 100,00% |
15/07/2024 | 8,25% | 0,22 CHF | 0,24 CHF | 230 000 | 75 000 | 205 809 | 75 000 | 50 636 CHF | 20 081 CHF | 95,22% | 95,22% |
12/07/2024 | 8,49% | 0,24 CHF | 0,27 CHF | 210 000 | 75 000 | 200 923 | 75 000 | 50 095 CHF | 20 362 CHF | 99,01% | 99,01% |
11/07/2024 | 8,38% | 0,23 CHF | 0,25 CHF | 220 000 | 75 000 | 211 495 | 75 000 | 50 401 CHF | 19 451 CHF | 87,65% | 87,65% |
10/07/2024 | 10,60% | 0,21 CHF | 0,23 CHF | 240 000 | 75 000 | 268 519 | 75 000 | 50 966 CHF | 15 843 CHF | 100,00% | 100,00% |
09/07/2024 | 9,97% | 0,19 CHF | 0,21 CHF | 270 000 | 75 000 | 259 676 | 75 000 | 50 629 CHF | 16 173 CHF | 100,00% | 100,00% |
08/07/2024 | 10,56% | 0,19 CHF | 0,21 CHF | 270 000 | 75 000 | 272 363 | 75 000 | 51 070 CHF | 15 646 CHF | 99,71% | 99,71% |
05/07/2024 | 10,17% | 0,18 CHF | 0,20 CHF | 280 000 | 75 000 | 272 082 | 75 000 | 51 113 CHF | 15 603 CHF | 98,81% | 98,81% |
04/07/2024 | 10,40% | 0,19 CHF | 0,21 CHF | 270 000 | 75 000 | 273 438 | 75 000 | 51 033 CHF | 15 540 CHF | 100,00% | 100,00% |
03/07/2024 | 11,20% | 0,17 CHF | 0,19 CHF | 300 000 | 75 000 | 297 562 | 75 000 | 50 927 CHF | 14 366 CHF | 99,73% | 99,73% |