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 | 6,54% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 355 728 | 355 728 | 52 583 CHF | 56 140 CHF | 100,00% | 100,00% |
15/07/2024 | 6,71% | 0,14 CHF | 0,15 CHF | 350 000 | 350 000 | 363 481 | 363 481 | 52 351 CHF | 55 986 CHF | 100,00% | 100,00% |
12/07/2024 | 7,35% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 394 919 | 394 919 | 51 831 CHF | 55 781 CHF | 99,68% | 99,68% |
11/07/2024 | 7,77% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 413 418 | 413 418 | 51 142 CHF | 55 277 CHF | 91,43% | 91,43% |
10/07/2024 | 7,73% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 413 279 | 413 279 | 51 447 CHF | 55 580 CHF | 96,08% | 96,08% |
09/07/2024 | 7,71% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 412 810 | 412 810 | 51 465 CHF | 55 593 CHF | 99,67% | 99,67% |
08/07/2024 | 8,49% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 457 478 | 457 478 | 51 606 CHF | 56 181 CHF | 99,84% | 99,84% |
05/07/2024 | 7,88% | 0,12 CHF | 0,13 CHF | 400 000 | 400 000 | 418 493 | 418 493 | 50 999 CHF | 55 184 CHF | 100,00% | 100,00% |
04/07/2024 | 7,22% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 390 425 | 390 425 | 52 104 CHF | 56 009 CHF | 100,00% | 100,00% |
03/07/2024 | 6,42% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 347 798 | 347 798 | 52 403 CHF | 55 881 CHF | 99,23% | 99,23% |