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 | 8,49% | 0,12 CHF | 0,13 CHF | 420 000 | 25 000 | 448 200 | 25 000 | 50 531 CHF | 3 077 CHF | 100,00% | 100,00% |
16/07/2024 | 8,93% | 0,10 CHF | 0,11 CHF | 500 000 | 25 000 | 450 248 | 24 706 | 49 365 CHF | 2 975 CHF | 100,00% | 100,00% |
15/07/2024 | 7,69% | 0,13 CHF | 0,14 CHF | 390 000 | 25 000 | 380 605 | 24 544 | 49 624 CHF | 3 451 CHF | 99,99% | 99,99% |
12/07/2024 | 6,89% | 0,13 CHF | 0,14 CHF | 390 000 | 25 000 | 361 538 | 25 000 | 50 700 CHF | 3 768 CHF | 100,00% | 100,00% |
11/07/2024 | 6,88% | 0,14 CHF | 0,15 CHF | 360 000 | 25 000 | 359 429 | 25 000 | 50 417 CHF | 3 757 CHF | 35,04% | 35,04% |
10/07/2024 | 6,97% | 0,14 CHF | 0,15 CHF | 360 000 | 25 000 | 364 335 | 25 000 | 50 460 CHF | 3 716 CHF | 99,94% | 99,94% |
09/07/2024 | 6,91% | 0,14 CHF | 0,15 CHF | 360 000 | 25 000 | 360 808 | 25 000 | 50 435 CHF | 3 746 CHF | 100,00% | 100,00% |
08/07/2024 | 6,47% | 0,15 CHF | 0,16 CHF | 340 000 | 25 000 | 340 657 | 25 000 | 50 946 CHF | 3 992 CHF | 100,00% | 100,00% |
05/07/2024 | 4,95% | 0,20 CHF | 0,21 CHF | 250 000 | 25 000 | 257 421 | 25 000 | 50 735 CHF | 5 188 CHF | 62,00% | 62,00% |
04/07/2024 | 4,68% | 0,23 CHF | 0,24 CHF | 220 000 | 25 000 | 241 727 | 25 000 | 50 469 CHF | 5 483 CHF | 99,17% | 99,17% |