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 | 7,44% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 401 547 | 401 547 | 51 955 CHF | 55 970 CHF | 100,00% | 100,00% |
15/07/2024 | 6,58% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 356 963 | 356 963 | 52 449 CHF | 56 019 CHF | 100,00% | 100,00% |
12/07/2024 | 6,72% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 365 189 | 365 189 | 52 486 CHF | 56 138 CHF | 99,67% | 99,67% |
11/07/2024 | 7,10% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 384 939 | 384 939 | 52 340 CHF | 56 189 CHF | 95,94% | 95,94% |
10/07/2024 | 7,51% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 403 946 | 403 946 | 51 817 CHF | 55 857 CHF | 96,08% | 96,08% |
09/07/2024 | 7,55% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 405 416 | 405 416 | 51 725 CHF | 55 780 CHF | 99,65% | 99,65% |
08/07/2024 | 6,72% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 364 276 | 364 276 | 52 386 CHF | 56 029 CHF | 99,83% | 99,83% |
05/07/2024 | 6,61% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 359 023 | 359 023 | 52 548 CHF | 56 139 CHF | 100,00% | 100,00% |
04/07/2024 | 6,54% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 355 129 | 355 129 | 52 520 CHF | 56 071 CHF | 100,00% | 100,00% |
03/07/2024 | 7,22% | 0,14 CHF | 0,15 CHF | 400 000 | 400 000 | 391 602 | 391 602 | 52 325 CHF | 56 241 CHF | 99,24% | 99,24% |