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 | 11,48% | 0,09 CHF | 0,10 CHF | 580 000 | 580 000 | 261 488 | 261 488 | 22 895 CHF | 25 536 CHF | 99,90% | 99,90% |
15/07/2024 | 11,68% | 0,08 CHF | 0,09 CHF | 600 000 | 600 000 | 265 225 | 265 225 | 21 863 CHF | 24 527 CHF | 100,00% | 100,00% |
12/07/2024 | 11,88% | 0,08 CHF | 0,09 CHF | 600 000 | 600 000 | 265 132 | 265 132 | 21 371 CHF | 24 034 CHF | 100,00% | 100,00% |
11/07/2024 | 13,04% | 0,08 CHF | 0,09 CHF | 600 000 | 600 000 | 272 243 | 272 243 | 20 992 CHF | 23 726 CHF | 100,00% | 100,00% |
10/07/2024 | 13,28% | 0,07 CHF | 0,08 CHF | 610 000 | 610 000 | 268 648 | 268 648 | 19 218 CHF | 21 917 CHF | 100,00% | 100,00% |
09/07/2024 | 13,10% | 0,07 CHF | 0,08 CHF | 600 000 | 600 000 | 266 767 | 266 767 | 19 402 CHF | 22 086 CHF | 100,00% | 100,00% |
08/07/2024 | 12,35% | 0,07 CHF | 0,08 CHF | 610 000 | 610 000 | 266 521 | 266 521 | 20 478 CHF | 23 158 CHF | 100,00% | 100,00% |
05/07/2024 | 12,44% | 0,08 CHF | 0,09 CHF | 600 000 | 600 000 | 265 345 | 265 345 | 20 514 CHF | 23 180 CHF | 100,00% | 100,00% |
04/07/2024 | 11,80% | 0,08 CHF | 0,09 CHF | 240 000 | 240 000 | 192 148 | 192 148 | 15 315 CHF | 17 237 CHF | 100,00% | 100,00% |
03/07/2024 | 12,89% | 0,08 CHF | 0,09 CHF | 600 000 | 600 000 | 265 212 | 265 212 | 19 877 CHF | 22 541 CHF | 100,00% | 100,00% |