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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 8,59% | 0,11 CHF | 0,12 CHF | 425 000 | 425 000 | 466 230 | 466 230 | 51 947 CHF | 56 609 CHF | 99,48% | 99,48% |
16/07/2024 | 8,70% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 474 940 | 474 940 | 52 243 CHF | 56 993 CHF | 100,00% | 100,00% |
15/07/2024 | 7,73% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 413 965 | 413 964 | 51 493 CHF | 55 633 CHF | 100,00% | 100,00% |
12/07/2024 | 8,00% | 0,13 CHF | 0,14 CHF | 425 000 | 425 000 | 426 881 | 426 881 | 51 209 CHF | 55 478 CHF | 93,40% | 93,40% |
11/07/2024 | 8,30% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 446 711 | 446 711 | 51 571 CHF | 56 038 CHF | 98,00% | 98,00% |
10/07/2024 | 8,68% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 464 978 | 464 978 | 51 293 CHF | 55 943 CHF | 86,69% | 86,69% |
09/07/2024 | 9,17% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 489 288 | 489 288 | 50 953 CHF | 55 846 CHF | 99,66% | 99,66% |
08/07/2024 | 8,23% | 0,10 CHF | 0,11 CHF | 475 000 | 475 000 | 437 999 | 437 999 | 51 067 CHF | 55 447 CHF | 99,85% | 99,85% |
05/07/2024 | 7,45% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 401 509 | 401 510 | 51 933 CHF | 55 948 CHF | 100,00% | 100,00% |
04/07/2024 | 7,91% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 420 800 | 420 800 | 51 100 CHF | 55 308 CHF | 100,00% | 100,00% |