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 | 7,89% | 0,13 CHF | 0,14 CHF | 880 000 | 880 000 | 379 220 | 379 220 | 48 949 CHF | 52 780 CHF | 99,89% | 99,89% |
15/07/2024 | 7,45% | 0,13 CHF | 0,14 CHF | 860 000 | 860 000 | 384 090 | 384 090 | 51 253 CHF | 55 113 CHF | 100,00% | 100,00% |
12/07/2024 | 6,38% | 0,15 CHF | 0,16 CHF | 880 000 | 880 000 | 361 505 | 361 505 | 56 121 CHF | 59 752 CHF | 99,90% | 99,90% |
11/07/2024 | 7,77% | 0,14 CHF | 0,15 CHF | 880 000 | 880 000 | 388 479 | 388 479 | 50 396 CHF | 54 298 CHF | 99,99% | 99,99% |
10/07/2024 | 8,89% | 0,12 CHF | 0,13 CHF | 880 000 | 880 000 | 388 596 | 388 596 | 44 042 CHF | 47 946 CHF | 100,00% | 100,00% |
09/07/2024 | 9,98% | 0,11 CHF | 0,12 CHF | 880 000 | 880 000 | 387 937 | 387 937 | 38 570 CHF | 42 473 CHF | 100,00% | 100,00% |
08/07/2024 | 10,50% | 0,09 CHF | 0,10 CHF | 880 000 | 880 000 | 388 210 | 388 210 | 35 849 CHF | 39 753 CHF | 100,00% | 100,00% |
05/07/2024 | 9,49% | 0,10 CHF | 0,11 CHF | 880 000 | 880 000 | 388 489 | 388 489 | 39 423 CHF | 43 328 CHF | 99,89% | 99,89% |
04/07/2024 | 8,78% | 0,11 CHF | 0,12 CHF | 350 000 | 350 000 | 280 880 | 280 880 | 30 616 CHF | 33 425 CHF | 100,00% | 100,00% |
03/07/2024 | 9,69% | 0,11 CHF | 0,12 CHF | 880 000 | 880 000 | 388 515 | 388 515 | 40 239 CHF | 44 141 CHF | 100,00% | 100,00% |