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 | 10,02% | 0,11 CHF | 0,12 CHF | 290 000 | 290 000 | 134 260 | 134 260 | 13 568 CHF | 14 924 CHF | 99,89% | 99,89% |
15/07/2024 | 10,32% | 0,10 CHF | 0,11 CHF | 300 000 | 300 000 | 135 274 | 135 274 | 12 720 CHF | 14 078 CHF | 100,00% | 100,00% |
12/07/2024 | 10,46% | 0,09 CHF | 0,10 CHF | 300 000 | 300 000 | 135 228 | 135 228 | 12 428 CHF | 13 787 CHF | 100,00% | 100,00% |
11/07/2024 | 11,61% | 0,09 CHF | 0,10 CHF | 300 000 | 300 000 | 136 965 | 136 965 | 12 031 CHF | 13 407 CHF | 99,98% | 99,98% |
10/07/2024 | 11,86% | 0,08 CHF | 0,09 CHF | 310 000 | 310 000 | 136 966 | 136 966 | 11 032 CHF | 12 408 CHF | 100,00% | 100,00% |
09/07/2024 | 11,73% | 0,08 CHF | 0,09 CHF | 300 000 | 300 000 | 137 011 | 137 011 | 11 241 CHF | 12 620 CHF | 100,00% | 100,00% |
08/07/2024 | 10,99% | 0,08 CHF | 0,09 CHF | 310 000 | 310 000 | 136 683 | 136 683 | 11 869 CHF | 13 243 CHF | 100,00% | 100,00% |
05/07/2024 | 11,13% | 0,09 CHF | 0,10 CHF | 300 000 | 300 000 | 135 370 | 135 370 | 11 791 CHF | 13 150 CHF | 100,00% | 100,00% |
04/07/2024 | 10,52% | 0,09 CHF | 0,10 CHF | 120 000 | 120 000 | 98 732 | 98 732 | 8 884 CHF | 9 871 CHF | 100,00% | 100,00% |
03/07/2024 | 11,58% | 0,09 CHF | 0,10 CHF | 300 000 | 300 000 | 135 266 | 135 266 | 11 369 CHF | 12 728 CHF | 100,00% | 100,00% |