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 | 8,54% | 0,13 CHF | 0,14 CHF | 580 000 | 580 000 | 261 490 | 261 490 | 31 167 CHF | 33 807 CHF | 99,90% | 99,90% |
15/07/2024 | 8,66% | 0,12 CHF | 0,13 CHF | 600 000 | 600 000 | 265 224 | 265 224 | 29 949 CHF | 32 613 CHF | 100,00% | 100,00% |
12/07/2024 | 8,84% | 0,11 CHF | 0,12 CHF | 600 000 | 600 000 | 265 137 | 265 137 | 29 232 CHF | 31 896 CHF | 100,00% | 100,00% |
11/07/2024 | 9,66% | 0,11 CHF | 0,12 CHF | 600 000 | 600 000 | 272 220 | 272 220 | 28 774 CHF | 31 508 CHF | 99,99% | 99,99% |
10/07/2024 | 9,82% | 0,09 CHF | 0,10 CHF | 610 000 | 610 000 | 268 648 | 268 648 | 26 515 CHF | 29 214 CHF | 100,00% | 100,00% |
09/07/2024 | 9,70% | 0,10 CHF | 0,11 CHF | 600 000 | 600 000 | 266 773 | 266 773 | 26 732 CHF | 29 416 CHF | 100,00% | 100,00% |
08/07/2024 | 9,21% | 0,10 CHF | 0,11 CHF | 610 000 | 610 000 | 266 523 | 266 523 | 28 036 CHF | 30 716 CHF | 100,00% | 100,00% |
05/07/2024 | 9,23% | 0,11 CHF | 0,12 CHF | 600 000 | 600 000 | 265 559 | 265 559 | 28 138 CHF | 30 804 CHF | 99,86% | 99,86% |
04/07/2024 | 8,74% | 0,11 CHF | 0,12 CHF | 240 000 | 240 000 | 192 148 | 192 148 | 21 007 CHF | 22 929 CHF | 100,00% | 100,00% |
03/07/2024 | 9,54% | 0,11 CHF | 0,12 CHF | 600 000 | 600 000 | 265 211 | 265 211 | 27 337 CHF | 30 001 CHF | 100,00% | 100,00% |