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 | 13,49% | 0,08 CHF | 0,09 CHF | 290 000 | 290 000 | 134 274 | 134 274 | 9 905 CHF | 11 261 CHF | 99,90% | 99,90% |
15/07/2024 | 13,97% | 0,07 CHF | 0,08 CHF | 300 000 | 300 000 | 135 274 | 135 274 | 9 197 CHF | 10 556 CHF | 100,00% | 100,00% |
12/07/2024 | 14,17% | 0,07 CHF | 0,08 CHF | 300 000 | 300 000 | 135 227 | 135 227 | 8 987 CHF | 10 346 CHF | 100,00% | 100,00% |
11/07/2024 | 15,66% | 0,07 CHF | 0,08 CHF | 300 000 | 300 000 | 136 997 | 136 997 | 8 736 CHF | 10 112 CHF | 100,00% | 100,00% |
10/07/2024 | 16,11% | 0,05 CHF | 0,06 CHF | 310 000 | 310 000 | 136 966 | 136 966 | 7 917 CHF | 9 293 CHF | 100,00% | 100,00% |
09/07/2024 | 16,00% | 0,06 CHF | 0,07 CHF | 300 000 | 300 000 | 137 010 | 137 010 | 8 054 CHF | 9 432 CHF | 100,00% | 100,00% |
08/07/2024 | 15,03% | 0,06 CHF | 0,07 CHF | 310 000 | 310 000 | 136 749 | 136 749 | 8 478 CHF | 9 852 CHF | 99,74% | 99,74% |
05/07/2024 | 15,28% | 0,07 CHF | 0,08 CHF | 300 000 | 300 000 | 135 373 | 135 373 | 8 399 CHF | 9 759 CHF | 100,00% | 100,00% |
04/07/2024 | 14,36% | 0,06 CHF | 0,07 CHF | 120 000 | 120 000 | 98 732 | 98 732 | 6 373 CHF | 7 360 CHF | 100,00% | 100,00% |
03/07/2024 | 15,84% | 0,06 CHF | 0,07 CHF | 300 000 | 300 000 | 135 257 | 135 257 | 8 109 CHF | 9 467 CHF | 100,00% | 100,00% |