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 | 14,47% | 0,06 CHF | 0,07 CHF | 160 000 | 160 000 | 154 244 | 154 244 | 10 018 CHF | 11 567 CHF | 99,99% | 99,99% |
16/07/2024 | 13,94% | 0,06 CHF | 0,07 CHF | 160 000 | 160 000 | 148 189 | 148 189 | 10 113 CHF | 11 607 CHF | 100,00% | 100,00% |
15/07/2024 | 9,76% | 0,09 CHF | 0,10 CHF | 140 000 | 140 000 | 130 170 | 130 170 | 12 695 CHF | 13 996 CHF | 100,00% | 100,00% |
12/07/2024 | 7,95% | 0,12 CHF | 0,13 CHF | 130 000 | 130 000 | 126 617 | 126 617 | 15 307 CHF | 16 574 CHF | 100,00% | 100,00% |
11/07/2024 | 7,85% | 0,12 CHF | 0,13 CHF | 130 000 | 130 000 | 126 688 | 126 688 | 15 516 CHF | 16 783 CHF | 99,99% | 99,99% |
10/07/2024 | 8,09% | 0,13 CHF | 0,14 CHF | 140 000 | 140 000 | 136 352 | 136 352 | 16 225 CHF | 17 588 CHF | 100,00% | 100,00% |
09/07/2024 | 7,59% | 0,12 CHF | 0,13 CHF | 130 000 | 130 000 | 126 324 | 126 324 | 16 118 CHF | 17 384 CHF | 100,00% | 100,00% |
08/07/2024 | 7,24% | 0,13 CHF | 0,14 CHF | 120 000 | 120 000 | 116 690 | 116 690 | 15 605 CHF | 16 774 CHF | 100,00% | 100,00% |
05/07/2024 | 6,48% | 0,14 CHF | 0,15 CHF | 130 000 | 130 000 | 126 606 | 126 606 | 18 966 CHF | 20 232 CHF | 99,82% | 99,82% |
04/07/2024 | 7,06% | 0,14 CHF | 0,15 CHF | 130 000 | 130 000 | 126 612 | 126 612 | 17 305 CHF | 18 571 CHF | 99,50% | 99,50% |