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 | 7,92% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 423 007 | 423 007 | 51 266 CHF | 55 496 CHF | 98,87% | 98,87% |
16/07/2024 | 7,36% | 0,13 CHF | 0,14 CHF | 375 000 | 375 000 | 395 570 | 395 569 | 51 809 CHF | 55 764 CHF | 99,39% | 99,39% |
15/07/2024 | 7,44% | 0,13 CHF | 0,14 CHF | 425 000 | 425 000 | 399 995 | 399 995 | 51 785 CHF | 55 785 CHF | 99,39% | 99,39% |
12/07/2024 | 6,46% | 0,16 CHF | 0,17 CHF | 350 000 | 350 000 | 350 621 | 350 621 | 52 520 CHF | 56 026 CHF | 99,07% | 99,07% |
11/07/2024 | 7,15% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 387 075 | 387 075 | 52 237 CHF | 56 107 CHF | 89,57% | 89,57% |
10/07/2024 | 7,57% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 406 743 | 406 743 | 51 724 CHF | 55 792 CHF | 95,45% | 95,45% |
09/07/2024 | 7,60% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 407 800 | 407 800 | 51 673 CHF | 55 751 CHF | 99,06% | 99,06% |
08/07/2024 | 7,31% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 394 780 | 394 780 | 52 062 CHF | 56 010 CHF | 99,23% | 99,23% |
05/07/2024 | 7,46% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 402 857 | 402 857 | 51 999 CHF | 56 027 CHF | 99,39% | 99,39% |
04/07/2024 | 9,23% | 0,12 CHF | 0,13 CHF | 475 000 | 475 000 | 496 600 | 457 568 | 51 352 CHF | 52 402 CHF | 99,39% | 99,39% |