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 | 7,52% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 191 814 | 191 814 | 25 255 CHF | 27 191 CHF | 99,89% | 99,89% |
15/07/2024 | 6,96% | 0,15 CHF | 0,16 CHF | 380 000 | 380 000 | 189 753 | 189 753 | 27 015 CHF | 28 920 CHF | 99,05% | 99,05% |
12/07/2024 | 8,59% | 0,14 CHF | 0,15 CHF | 380 000 | 380 000 | 190 725 | 190 725 | 22 851 CHF | 24 767 CHF | 100,00% | 100,00% |
11/07/2024 | 7,02% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 190 783 | 190 783 | 26 769 CHF | 28 695 CHF | 100,00% | 100,00% |
10/07/2024 | 6,83% | 0,15 CHF | 0,16 CHF | 380 000 | 380 000 | 188 664 | 188 664 | 27 535 CHF | 29 434 CHF | 100,00% | 100,00% |
09/07/2024 | 6,43% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 192 926 | 192 926 | 29 098 CHF | 31 038 CHF | 98,82% | 98,82% |
08/07/2024 | 9,66% | 0,12 CHF | 0,13 CHF | 400 000 | 400 000 | 192 767 | 192 767 | 21 106 CHF | 23 065 CHF | 100,00% | 100,00% |
05/07/2024 | 14,38% | 0,08 CHF | 0,09 CHF | 420 000 | 420 000 | 206 049 | 206 049 | 13 855 CHF | 15 922 CHF | 98,97% | 98,97% |
04/07/2024 | 14,22% | 0,07 CHF | 0,08 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 9 801 CHF | 11 301 CHF | 99,44% | 99,44% |
03/07/2024 | 15,04% | 0,06 CHF | 0,07 CHF | 420 000 | 420 000 | 205 545 | 205 545 | 12 955 CHF | 15 018 CHF | 99,64% | 99,64% |