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 | 7,94% | 0,20 CHF | 0,21 CHF | 174 000 | 174 000 | 78 507 | 78 507 | 16 599 CHF | 17 791 CHF | 99,88% | 99,88% |
15/07/2024 | 8,38% | 0,21 CHF | 0,22 CHF | 176 000 | 176 000 | 78 903 | 78 903 | 16 264 CHF | 17 459 CHF | 100,00% | 100,00% |
12/07/2024 | 7,72% | 0,21 CHF | 0,22 CHF | 176 000 | 176 000 | 78 930 | 78 930 | 17 177 CHF | 18 372 CHF | 100,00% | 100,00% |
11/07/2024 | 7,03% | 0,24 CHF | 0,25 CHF | 178 000 | 178 000 | 80 030 | 80 030 | 19 498 CHF | 20 712 CHF | 99,82% | 99,82% |
10/07/2024 | 6,93% | 0,26 CHF | 0,27 CHF | 178 000 | 178 000 | 80 074 | 80 074 | 20 510 CHF | 21 725 CHF | 100,00% | 100,00% |
09/07/2024 | 7,32% | 0,24 CHF | 0,25 CHF | 178 000 | 178 000 | 79 281 | 79 281 | 19 031 CHF | 20 230 CHF | 99,76% | 99,76% |
08/07/2024 | 8,40% | 0,24 CHF | 0,25 CHF | 176 000 | 176 000 | 78 690 | 78 690 | 17 000 CHF | 18 191 CHF | 100,00% | 100,00% |
05/07/2024 | 7,84% | 0,23 CHF | 0,24 CHF | 176 000 | 176 000 | 78 653 | 78 653 | 17 729 CHF | 18 922 CHF | 99,70% | 99,70% |
04/07/2024 | 8,81% | 0,22 CHF | 0,24 CHF | 70 000 | 70 000 | 56 630 | 56 630 | 12 324 CHF | 13 456 CHF | 100,00% | 100,00% |
03/07/2024 | 7,61% | 0,22 CHF | 0,23 CHF | 174 000 | 174 000 | 78 636 | 78 636 | 17 562 CHF | 18 755 CHF | 99,99% | 99,99% |