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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 5,83% | 0,36 CHF | 0,37 CHF | 120 000 | 120 000 | 53 376 | 53 376 | 18 540 CHF | 19 419 CHF | 99,97% | 99,97% |
16/07/2024 | 7,78% | 0,27 CHF | 0,28 CHF | 122 000 | 122 000 | 55 085 | 55 085 | 13 431 CHF | 14 293 CHF | 99,88% | 99,88% |
15/07/2024 | 6,88% | 0,30 CHF | 0,31 CHF | 120 000 | 120 000 | 54 042 | 54 042 | 16 689 CHF | 17 665 CHF | 99,99% | 99,99% |
12/07/2024 | 6,16% | 0,31 CHF | 0,32 CHF | 120 000 | 120 000 | 54 682 | 54 682 | 15 591 CHF | 16 421 CHF | 100,00% | 100,00% |
11/07/2024 | 8,21% | 0,24 CHF | 0,25 CHF | 122 000 | 122 000 | 55 191 | 55 191 | 13 144 CHF | 14 042 CHF | 99,82% | 99,82% |
10/07/2024 | 6,75% | 0,24 CHF | 0,25 CHF | 122 000 | 122 000 | 54 887 | 54 887 | 13 836 CHF | 14 669 CHF | 99,99% | 99,99% |
09/07/2024 | 7,00% | 0,29 CHF | 0,30 CHF | 120 000 | 120 000 | 53 761 | 53 761 | 16 858 CHF | 17 831 CHF | 99,77% | 99,77% |
08/07/2024 | 5,80% | 0,36 CHF | 0,37 CHF | 118 000 | 118 000 | 53 243 | 53 243 | 20 475 CHF | 21 443 CHF | 100,00% | 100,00% |
05/07/2024 | 5,64% | 0,38 CHF | 0,39 CHF | 118 000 | 118 000 | 52 342 | 52 342 | 20 522 CHF | 21 469 CHF | 99,81% | 99,81% |
04/07/2024 | 6,05% | 0,41 CHF | 0,43 CHF | 47 000 | 47 000 | 37 436 | 37 436 | 15 285 CHF | 16 188 CHF | 99,98% | 99,98% |