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 | 10,55% | 0,10 CHF | 0,11 CHF | 120 000 | 120 000 | 117 876 | 117 876 | 10 961 CHF | 12 151 CHF | 100,00% | 100,00% |
15/07/2024 | 8,14% | 0,10 CHF | 0,11 CHF | 120 000 | 120 000 | 118 780 | 118 780 | 14 342 CHF | 15 531 CHF | 99,86% | 99,86% |
12/07/2024 | 7,42% | 0,15 CHF | 0,16 CHF | 110 000 | 110 000 | 117 616 | 117 616 | 15 580 CHF | 16 757 CHF | 99,99% | 99,99% |
11/07/2024 | 8,34% | 0,12 CHF | 0,13 CHF | 120 000 | 120 000 | 118 793 | 118 793 | 13 976 CHF | 15 165 CHF | 99,98% | 99,98% |
10/07/2024 | 9,04% | 0,10 CHF | 0,11 CHF | 120 000 | 120 000 | 118 793 | 118 793 | 12 785 CHF | 13 975 CHF | 100,00% | 100,00% |
09/07/2024 | 6,82% | 0,13 CHF | 0,14 CHF | 120 000 | 120 000 | 114 349 | 114 349 | 16 673 CHF | 17 821 CHF | 99,99% | 99,99% |
08/07/2024 | 6,03% | 0,16 CHF | 0,17 CHF | 110 000 | 110 000 | 108 844 | 108 844 | 17 965 CHF | 19 056 CHF | 100,00% | 100,00% |
05/07/2024 | 5,08% | 0,17 CHF | 0,18 CHF | 110 000 | 110 000 | 108 893 | 108 893 | 21 411 CHF | 22 501 CHF | 99,98% | 99,98% |
04/07/2024 | 5,63% | 0,19 CHF | 0,20 CHF | 110 000 | 110 000 | 108 893 | 108 893 | 19 176 CHF | 20 266 CHF | 100,00% | 100,00% |
03/07/2024 | 5,80% | 0,17 CHF | 0,18 CHF | 110 000 | 110 000 | 108 893 | 108 893 | 18 639 CHF | 19 729 CHF | 100,00% | 100,00% |