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 | 8,71% | 0,11 CHF | 0,12 CHF | 300 000 | 100 000 | 299 548 | 99 887 | 32 950 CHF | 11 988 CHF | 92,17% | 99,48% |
15/07/2024 | 7,31% | 0,12 CHF | 0,13 CHF | 300 000 | 100 000 | 299 400 | 99 850 | 39 676 CHF | 14 231 CHF | 69,43% | 84,28% |
12/07/2024 | 6,92% | 0,14 CHF | 0,15 CHF | 300 000 | 100 000 | 299 559 | 99 890 | 41 789 CHF | 14 934 CHF | 94,52% | 95,92% |
11/07/2024 | 7,39% | 0,13 CHF | 0,14 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 39 083 CHF | 14 028 CHF | 97,18% | 97,18% |
10/07/2024 | 7,44% | 0,13 CHF | 0,14 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 38 841 CHF | 13 947 CHF | 100,00% | 100,00% |
09/07/2024 | 7,32% | 0,12 CHF | 0,13 CHF | 300 000 | 80 000 | 299 138 | 99 785 | 39 536 CHF | 14 187 CHF | 95,99% | 100,00% |
08/07/2024 | 7,45% | 0,13 CHF | 0,14 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 38 811 CHF | 13 937 CHF | 99,37% | 99,37% |
05/07/2024 | 7,24% | 0,12 CHF | 0,13 CHF | 300 000 | 75 000 | 298 617 | 99 654 | 39 999 CHF | 14 346 CHF | 90,39% | 98,17% |
04/07/2024 | 7,07% | 0,14 CHF | 0,15 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 40 999 CHF | 14 666 CHF | 98,75% | 98,75% |
03/07/2024 | 7,37% | 0,14 CHF | 0,15 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 39 230 CHF | 14 077 CHF | 99,70% | 99,70% |