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 | 6,82% | 0,15 CHF | 0,16 CHF | 340 000 | 100 000 | 356 566 | 100 000 | 50 516 CHF | 15 177 CHF | 99,02% | 99,02% |
15/07/2024 | 6,32% | 0,15 CHF | 0,16 CHF | 340 000 | 100 000 | 333 357 | 100 000 | 51 066 CHF | 16 332 CHF | 98,16% | 98,16% |
12/07/2024 | 5,99% | 0,16 CHF | 0,17 CHF | 320 000 | 100 000 | 315 890 | 100 000 | 51 143 CHF | 17 206 CHF | 98,42% | 98,42% |
11/07/2024 | 6,57% | 0,16 CHF | 0,17 CHF | 320 000 | 100 000 | 344 945 | 100 000 | 50 791 CHF | 15 753 CHF | 99,08% | 99,08% |
10/07/2024 | 7,82% | 0,13 CHF | 0,14 CHF | 390 000 | 100 000 | 411 615 | 100 000 | 50 555 CHF | 13 319 CHF | 100,00% | 100,00% |
09/07/2024 | 9,16% | 0,10 CHF | 0,11 CHF | 500 000 | 100 000 | 482 500 | 100 000 | 50 263 CHF | 11 438 CHF | 100,00% | 100,00% |
08/07/2024 | 7,80% | 0,12 CHF | 0,13 CHF | 420 000 | 100 000 | 409 935 | 100 000 | 50 501 CHF | 13 336 CHF | 100,00% | 100,00% |
05/07/2024 | 7,04% | 0,13 CHF | 0,14 CHF | 390 000 | 100 000 | 368 279 | 100 000 | 50 468 CHF | 14 724 CHF | 98,88% | 98,88% |
04/07/2024 | 7,09% | 0,14 CHF | 0,15 CHF | 360 000 | 100 000 | 371 118 | 100 000 | 50 511 CHF | 14 629 CHF | 99,49% | 99,49% |
03/07/2024 | 7,70% | 0,13 CHF | 0,14 CHF | 390 000 | 100 000 | 404 207 | 100 000 | 50 484 CHF | 13 529 CHF | 99,79% | 99,79% |