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 | 13,23% | 0,12 CHF | 0,14 CHF | 154 430 | 50 000 | 155 509 | 50 000 | 16 979 CHF | 6 232 CHF | 100,00% | 100,00% |
15/07/2024 | 15,02% | 0,11 CHF | 0,13 CHF | 154 712 | 50 000 | 154 109 | 50 000 | 18 521 CHF | 6 982 CHF | 98,72% | 98,72% |
12/07/2024 | 12,55% | 0,14 CHF | 0,16 CHF | 152 402 | 50 000 | 153 619 | 50 000 | 19 801 CHF | 7 309 CHF | 99,38% | 99,38% |
11/07/2024 | 15,03% | 0,12 CHF | 0,14 CHF | 154 198 | 50 000 | 156 467 | 50 000 | 15 631 CHF | 5 803 CHF | 99,16% | 99,16% |
10/07/2024 | 17,09% | 0,10 CHF | 0,12 CHF | 156 953 | 50 000 | 157 362 | 50 000 | 14 416 CHF | 5 437 CHF | 100,00% | 100,00% |
09/07/2024 | 18,33% | 0,07 CHF | 0,09 CHF | 159 058 | 50 000 | 157 263 | 50 000 | 14 578 CHF | 5 565 CHF | 100,00% | 100,00% |
08/07/2024 | 16,11% | 0,11 CHF | 0,13 CHF | 155 744 | 50 000 | 155 421 | 50 000 | 17 219 CHF | 6 510 CHF | 100,00% | 100,00% |
05/07/2024 | 13,66% | 0,11 CHF | 0,13 CHF | 155 976 | 50 000 | 155 191 | 50 000 | 18 702 CHF | 6 904 CHF | 99,62% | 99,62% |
04/07/2024 | 14,14% | 0,11 CHF | 0,13 CHF | 156 352 | 50 000 | 156 017 | 50 000 | 17 848 CHF | 6 590 CHF | 100,00% | 100,00% |
03/07/2024 | 15,34% | 0,11 CHF | 0,12 CHF | 156 794 | 50 000 | 158 172 | 50 000 | 15 072 CHF | 5 551 CHF | 99,73% | 99,73% |