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 | 6,25% | 0,17 CHF | 0,18 CHF | 780 000 | 780 000 | 338 706 | 338 706 | 55 652 CHF | 59 073 CHF | 99,89% | 99,89% |
15/07/2024 | 5,90% | 0,17 CHF | 0,18 CHF | 730 000 | 730 000 | 326 055 | 326 055 | 55 444 CHF | 58 721 CHF | 100,00% | 100,00% |
12/07/2024 | 5,09% | 0,19 CHF | 0,20 CHF | 760 000 | 760 000 | 316 744 | 316 744 | 62 110 CHF | 65 291 CHF | 99,89% | 99,89% |
11/07/2024 | 6,16% | 0,17 CHF | 0,18 CHF | 850 000 | 850 000 | 379 726 | 379 726 | 62 660 CHF | 66 474 CHF | 100,00% | 100,00% |
10/07/2024 | 7,07% | 0,15 CHF | 0,16 CHF | 860 000 | 860 000 | 384 332 | 384 332 | 55 323 CHF | 59 184 CHF | 100,00% | 100,00% |
09/07/2024 | 7,86% | 0,14 CHF | 0,15 CHF | 880 000 | 880 000 | 387 940 | 387 940 | 49 507 CHF | 53 410 CHF | 100,00% | 100,00% |
08/07/2024 | 8,23% | 0,12 CHF | 0,13 CHF | 880 000 | 880 000 | 388 210 | 388 210 | 46 284 CHF | 50 188 CHF | 100,00% | 100,00% |
05/07/2024 | 7,48% | 0,13 CHF | 0,14 CHF | 880 000 | 880 000 | 388 681 | 388 681 | 50 599 CHF | 54 505 CHF | 99,85% | 99,85% |
04/07/2024 | 6,95% | 0,14 CHF | 0,15 CHF | 350 000 | 350 000 | 280 880 | 280 880 | 39 051 CHF | 41 860 CHF | 100,00% | 100,00% |
03/07/2024 | 7,64% | 0,14 CHF | 0,15 CHF | 880 000 | 880 000 | 388 483 | 388 483 | 51 506 CHF | 55 408 CHF | 100,00% | 100,00% |