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 | 8,35% | 0,28 CHF | 0,29 CHF | 180 000 | 25 000 | 179 470 | 20 011 | 51 885 CHF | 6 259 CHF | 99,49% | 99,49% |
15/07/2024 | 8,22% | 0,33 CHF | 0,34 CHF | 160 000 | 25 000 | 174 330 | 20 012 | 51 756 CHF | 6 465 CHF | 99,36% | 99,36% |
12/07/2024 | 7,70% | 0,32 CHF | 0,33 CHF | 160 000 | 25 000 | 160 830 | 20 012 | 51 022 CHF | 6 835 CHF | 99,67% | 99,67% |
11/07/2024 | 7,12% | 0,36 CHF | 0,37 CHF | 140 000 | 25 000 | 154 161 | 20 014 | 51 986 CHF | 7 244 CHF | 90,89% | 90,89% |
10/07/2024 | 5,92% | 0,40 CHF | 0,41 CHF | 130 000 | 25 000 | 124 713 | 20 012 | 51 455 CHF | 8 726 CHF | 99,63% | 99,63% |
09/07/2024 | 6,08% | 0,46 CHF | 0,47 CHF | 110 000 | 25 000 | 126 538 | 20 013 | 51 764 CHF | 8 753 CHF | 99,67% | 99,67% |
08/07/2024 | 6,35% | 0,41 CHF | 0,42 CHF | 130 000 | 25 000 | 134 969 | 20 013 | 52 505 CHF | 8 301 CHF | 99,69% | 99,69% |
05/07/2024 | 5,94% | 0,41 CHF | 0,42 CHF | 130 000 | 25 000 | 128 098 | 20 028 | 52 957 CHF | 8 786 CHF | 98,34% | 98,34% |
04/07/2024 | 6,01% | 0,41 CHF | 0,42 CHF | 130 000 | 25 000 | 128 793 | 20 021 | 52 835 CHF | 8 712 CHF | 100,00% | 100,00% |
03/07/2024 | 5,99% | 0,43 CHF | 0,44 CHF | 120 000 | 25 000 | 129 492 | 20 027 | 53 045 CHF | 8 694 CHF | 99,67% | 99,67% |