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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 8,01% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 424 413 | 424 414 | 50 880 CHF | 55 124 CHF | 99,41% | 99,41% |
16/07/2024 | 8,23% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 440 695 | 440 695 | 51 350 CHF | 55 757 CHF | 100,00% | 100,00% |
15/07/2024 | 7,97% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 423 438 | 423 437 | 51 043 CHF | 55 278 CHF | 100,00% | 100,00% |
12/07/2024 | 8,40% | 0,13 CHF | 0,14 CHF | 425 000 | 425 000 | 455 825 | 455 825 | 52 006 CHF | 56 564 CHF | 99,66% | 99,66% |
11/07/2024 | 8,69% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 472 106 | 472 105 | 52 002 CHF | 56 723 CHF | 98,71% | 98,71% |
10/07/2024 | 8,88% | 0,11 CHF | 0,12 CHF | 500 000 | 500 000 | 480 512 | 480 512 | 51 740 CHF | 56 545 CHF | 96,07% | 96,07% |
09/07/2024 | 8,80% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 472 838 | 472 839 | 51 396 CHF | 56 124 CHF | 99,64% | 99,64% |
08/07/2024 | 7,36% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 398 374 | 398 374 | 52 128 CHF | 56 112 CHF | 99,85% | 99,85% |
05/07/2024 | 8,03% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 428 414 | 428 414 | 51 239 CHF | 55 524 CHF | 100,00% | 100,00% |
04/07/2024 | 9,61% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 507 364 | 480 361 | 50 268 CHF | 52 563 CHF | 100,00% | 100,00% |