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 | 8,00% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 425 000 | 425 000 | 50 990 CHF | 55 240 CHF | 100,00% | 100,00% |
15/07/2024 | 8,00% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 425 000 | 425 000 | 51 000 CHF | 55 250 CHF | 100,00% | 100,00% |
12/07/2024 | 7,98% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 424 409 | 424 409 | 51 047 CHF | 55 291 CHF | 99,77% | 99,77% |
11/07/2024 | 7,42% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 400 739 | 400 738 | 51 987 CHF | 55 995 CHF | 100,00% | 100,00% |
10/07/2024 | 7,03% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 381 502 | 381 502 | 52 344 CHF | 56 159 CHF | 94,69% | 94,69% |
09/07/2024 | 6,90% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 375 000 | 375 000 | 52 500 CHF | 56 250 CHF | 99,67% | 99,67% |
08/07/2024 | 6,76% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 367 266 | 367 266 | 52 532 CHF | 56 205 CHF | 100,00% | 100,00% |
05/07/2024 | 6,71% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 364 223 | 364 223 | 52 473 CHF | 56 115 CHF | 100,00% | 100,00% |
04/07/2024 | 6,63% | 0,14 CHF | 0,15 CHF | 350 000 | 350 000 | 359 322 | 359 321 | 52 396 CHF | 55 989 CHF | 100,00% | 100,00% |
03/07/2024 | 6,45% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 350 000 | 350 000 | 52 500 CHF | 56 000 CHF | 99,32% | 99,32% |