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 | 9,34% | 0,10 CHF | 0,11 CHF | 150 000 | 150 000 | 148 791 | 148 791 | 15 433 CHF | 16 933 CHF | 100,00% | 100,00% |
15/07/2024 | 9,71% | 0,09 CHF | 0,10 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 14 706 CHF | 16 206 CHF | 100,00% | 100,00% |
12/07/2024 | 8,85% | 0,10 CHF | 0,11 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 16 227 CHF | 17 727 CHF | 100,00% | 100,00% |
11/07/2024 | 9,12% | 0,11 CHF | 0,12 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 15 711 CHF | 17 211 CHF | 99,99% | 99,99% |
10/07/2024 | 8,99% | 0,11 CHF | 0,12 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 15 942 CHF | 17 442 CHF | 100,00% | 100,00% |
09/07/2024 | 9,10% | 0,10 CHF | 0,11 CHF | 150 000 | 150 000 | 149 663 | 149 663 | 15 768 CHF | 17 268 CHF | 100,00% | 100,00% |
08/07/2024 | 8,68% | 0,11 CHF | 0,12 CHF | 150 000 | 150 000 | 149 741 | 149 741 | 16 569 CHF | 18 069 CHF | 98,73% | 98,73% |
05/07/2024 | 8,33% | 0,11 CHF | 0,12 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 17 253 CHF | 18 753 CHF | 100,00% | 100,00% |
04/07/2024 | 8,29% | 0,12 CHF | 0,13 CHF | 80 000 | 80 000 | 134 719 | 134 719 | 15 556 CHF | 16 904 CHF | 100,00% | 100,00% |
03/07/2024 | 7,97% | 0,12 CHF | 0,13 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 18 072 CHF | 19 572 CHF | 100,00% | 100,00% |