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 | 11,72% | 0,09 CHF | 0,10 CHF | 260 000 | 260 000 | 257 967 | 257 967 | 21 045 CHF | 23 645 CHF | 100,00% | 100,00% |
15/07/2024 | 9,57% | 0,09 CHF | 0,10 CHF | 260 000 | 260 000 | 252 430 | 252 430 | 25 137 CHF | 27 662 CHF | 99,96% | 99,96% |
12/07/2024 | 9,70% | 0,09 CHF | 0,10 CHF | 260 000 | 260 000 | 253 194 | 253 194 | 24 956 CHF | 27 488 CHF | 100,00% | 100,00% |
11/07/2024 | 9,40% | 0,11 CHF | 0,12 CHF | 250 000 | 250 000 | 251 469 | 251 469 | 25 610 CHF | 28 125 CHF | 99,99% | 99,99% |
10/07/2024 | 10,02% | 0,09 CHF | 0,10 CHF | 260 000 | 260 000 | 254 193 | 254 193 | 24 110 CHF | 26 652 CHF | 100,00% | 100,00% |
09/07/2024 | 9,22% | 0,10 CHF | 0,11 CHF | 250 000 | 250 000 | 249 131 | 249 131 | 25 979 CHF | 28 479 CHF | 100,00% | 100,00% |
08/07/2024 | 8,63% | 0,10 CHF | 0,11 CHF | 250 000 | 250 000 | 249 577 | 249 577 | 27 790 CHF | 30 290 CHF | 99,99% | 99,99% |
05/07/2024 | 8,33% | 0,12 CHF | 0,13 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 28 775 CHF | 31 275 CHF | 99,81% | 99,81% |
04/07/2024 | 9,42% | 0,10 CHF | 0,11 CHF | 250 000 | 250 000 | 251 278 | 251 278 | 25 420 CHF | 27 933 CHF | 99,49% | 99,49% |
03/07/2024 | 11,16% | 0,08 CHF | 0,09 CHF | 260 000 | 260 000 | 260 000 | 260 000 | 22 014 CHF | 24 614 CHF | 100,00% | 100,00% |