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 | 12,82% | 0,11 CHF | 0,12 CHF | 174 000 | 174 000 | 78 523 | 78 523 | 9 851 CHF | 11 042 CHF | 99,90% | 99,90% |
15/07/2024 | 13,89% | 0,12 CHF | 0,13 CHF | 176 000 | 176 000 | 78 924 | 78 924 | 9 540 CHF | 10 735 CHF | 100,00% | 100,00% |
12/07/2024 | 12,16% | 0,12 CHF | 0,13 CHF | 176 000 | 176 000 | 78 928 | 78 928 | 10 468 CHF | 11 663 CHF | 100,00% | 100,00% |
11/07/2024 | 10,55% | 0,16 CHF | 0,17 CHF | 178 000 | 178 000 | 80 031 | 80 031 | 12 672 CHF | 13 885 CHF | 99,83% | 99,83% |
10/07/2024 | 10,51% | 0,18 CHF | 0,19 CHF | 178 000 | 178 000 | 80 075 | 80 075 | 13 480 CHF | 14 695 CHF | 100,00% | 100,00% |
09/07/2024 | 11,22% | 0,16 CHF | 0,17 CHF | 178 000 | 178 000 | 79 290 | 79 290 | 12 229 CHF | 13 428 CHF | 99,74% | 99,74% |
08/07/2024 | 13,96% | 0,15 CHF | 0,16 CHF | 176 000 | 176 000 | 78 690 | 78 690 | 10 278 CHF | 11 469 CHF | 100,00% | 100,00% |
05/07/2024 | 12,46% | 0,14 CHF | 0,16 CHF | 176 000 | 176 000 | 78 649 | 78 649 | 11 026 CHF | 12 219 CHF | 99,70% | 99,70% |
04/07/2024 | 14,13% | 0,13 CHF | 0,15 CHF | 70 000 | 70 000 | 56 630 | 56 630 | 7 475 CHF | 8 608 CHF | 100,00% | 100,00% |
03/07/2024 | 12,05% | 0,13 CHF | 0,14 CHF | 174 000 | 174 000 | 78 635 | 78 635 | 10 766 CHF | 11 959 CHF | 99,99% | 99,99% |