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 | 7,97% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 423 002 | 423 002 | 50 975 CHF | 55 205 CHF | 100,00% | 100,00% |
15/07/2024 | 9,13% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 488 059 | 488 059 | 51 064 CHF | 55 945 CHF | 100,00% | 100,00% |
12/07/2024 | 8,84% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 477 008 | 477 008 | 51 609 CHF | 56 380 CHF | 99,67% | 99,67% |
11/07/2024 | 8,17% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 437 480 | 437 480 | 51 348 CHF | 55 722 CHF | 99,43% | 99,43% |
10/07/2024 | 7,43% | 0,12 CHF | 0,13 CHF | 400 000 | 400 000 | 400 272 | 400 272 | 51 877 CHF | 55 879 CHF | 96,06% | 96,06% |
09/07/2024 | 7,40% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 400 000 | 400 000 | 52 078 CHF | 56 078 CHF | 99,67% | 99,67% |
08/07/2024 | 8,53% | 0,13 CHF | 0,14 CHF | 425 000 | 425 000 | 465 619 | 465 620 | 52 265 CHF | 56 922 CHF | 99,84% | 99,84% |
05/07/2024 | 8,34% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 450 700 | 450 700 | 51 753 CHF | 56 260 CHF | 100,00% | 100,00% |
04/07/2024 | 8,45% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 456 556 | 456 556 | 51 750 CHF | 56 316 CHF | 100,00% | 100,00% |
03/07/2024 | 7,38% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 398 760 | 398 760 | 52 040 CHF | 56 027 CHF | 99,25% | 99,25% |