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 | 10,05% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 540 112 | 391 265 | 51 028 CHF | 41 527 CHF | 100,00% | 100,00% |
15/07/2024 | 7,79% | 0,12 CHF | 0,13 CHF | 475 000 | 475 000 | 418 863 | 418 863 | 51 709 CHF | 55 898 CHF | 100,00% | 100,00% |
12/07/2024 | 6,38% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 346 971 | 346 971 | 52 628 CHF | 56 098 CHF | 99,68% | 99,68% |
11/07/2024 | 7,70% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 412 766 | 412 766 | 51 553 CHF | 55 680 CHF | 99,44% | 99,44% |
10/07/2024 | 8,65% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 467 306 | 467 306 | 51 716 CHF | 56 389 CHF | 96,10% | 96,10% |
09/07/2024 | 8,44% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 456 154 | 456 154 | 51 775 CHF | 56 337 CHF | 99,66% | 99,66% |
08/07/2024 | 7,58% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 406 286 | 406 286 | 51 645 CHF | 55 708 CHF | 99,83% | 99,83% |
05/07/2024 | 6,37% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 343 998 | 343 998 | 52 275 CHF | 55 715 CHF | 100,00% | 100,00% |
04/07/2024 | 6,96% | 0,15 CHF | 0,16 CHF | 375 000 | 375 000 | 378 407 | 378 407 | 52 485 CHF | 56 269 CHF | 100,00% | 100,00% |
03/07/2024 | 7,18% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 389 237 | 389 237 | 52 277 CHF | 56 169 CHF | 99,23% | 99,23% |