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 | 7,59% | 0,13 CHF | 0,14 CHF | 390 000 | 100 000 | 399 483 | 100 000 | 50 605 CHF | 13 684 CHF | 99,03% | 99,03% |
15/07/2024 | 7,14% | 0,13 CHF | 0,14 CHF | 390 000 | 100 000 | 374 021 | 100 000 | 50 540 CHF | 14 533 CHF | 98,16% | 98,16% |
12/07/2024 | 6,85% | 0,14 CHF | 0,15 CHF | 360 000 | 100 000 | 357 802 | 100 000 | 50 466 CHF | 15 110 CHF | 98,49% | 98,49% |
11/07/2024 | 7,31% | 0,14 CHF | 0,15 CHF | 360 000 | 100 000 | 384 508 | 100 000 | 50 645 CHF | 14 183 CHF | 99,09% | 99,09% |
10/07/2024 | 8,53% | 0,12 CHF | 0,13 CHF | 420 000 | 100 000 | 449 788 | 100 000 | 50 459 CHF | 12 255 CHF | 100,00% | 100,00% |
09/07/2024 | 9,66% | 0,09 CHF | 0,10 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 49 342 CHF | 10 868 CHF | 100,00% | 100,00% |
08/07/2024 | 8,55% | 0,11 CHF | 0,12 CHF | 460 000 | 100 000 | 451 593 | 100 000 | 50 558 CHF | 12 210 CHF | 100,00% | 100,00% |
05/07/2024 | 7,97% | 0,12 CHF | 0,13 CHF | 420 000 | 100 000 | 418 526 | 100 000 | 50 431 CHF | 13 058 CHF | 98,88% | 98,88% |
04/07/2024 | 8,00% | 0,12 CHF | 0,13 CHF | 420 000 | 100 000 | 420 000 | 100 000 | 50 400 CHF | 13 000 CHF | 99,49% | 99,49% |
03/07/2024 | 8,56% | 0,12 CHF | 0,13 CHF | 420 000 | 100 000 | 452 044 | 100 000 | 50 560 CHF | 12 199 CHF | 99,79% | 99,79% |