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 | 8,16% | 0,11 CHF | 0,12 CHF | 460 000 | 75 000 | 429 402 | 74 999 | 50 449 CHF | 9 574 CHF | 97,13% | 97,13% |
15/07/2024 | 10,33% | 0,13 CHF | 0,14 CHF | 390 000 | 75 000 | 196 683 | 55 183 | 26 603 CHF | 8 282 CHF | 95,95% | 95,95% |
12/07/2024 | 14,70% | 0,14 CHF | 0,15 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 4 465 CHF | 5 171 CHF | 99,01% | 99,01% |
11/07/2024 | 7,91% | 0,12 CHF | 0,13 CHF | 420 000 | 75 000 | 415 646 | 75 000 | 50 444 CHF | 9 859 CHF | 97,97% | 97,97% |
10/07/2024 | 8,55% | 0,12 CHF | 0,13 CHF | 420 000 | 75 000 | 451 443 | 75 000 | 50 521 CHF | 9 160 CHF | 100,00% | 100,00% |
09/07/2024 | 8,72% | 0,11 CHF | 0,12 CHF | 460 000 | 75 000 | 461 273 | 75 000 | 50 564 CHF | 8 976 CHF | 94,27% | 94,27% |
08/07/2024 | 8,74% | 0,11 CHF | 0,12 CHF | 460 000 | 75 000 | 462 039 | 75 000 | 50 570 CHF | 8 962 CHF | 99,89% | 99,89% |
05/07/2024 | 8,18% | 0,12 CHF | 0,13 CHF | 420 000 | 75 000 | 430 560 | 75 000 | 50 453 CHF | 9 552 CHF | 98,77% | 98,77% |
04/07/2024 | 8,74% | 0,11 CHF | 0,12 CHF | 460 000 | 75 000 | 462 004 | 75 000 | 50 570 CHF | 8 962 CHF | 97,51% | 97,51% |
03/07/2024 | 10,65% | 0,10 CHF | 0,11 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 44 536 CHF | 7 430 CHF | 99,71% | 99,71% |