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 | 8,19% | 0,12 CHF | 0,13 CHF | 475 000 | 475 000 | 439 393 | 439 393 | 51 435 CHF | 55 829 CHF | 99,43% | 99,43% |
16/07/2024 | 8,56% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 464 567 | 464 567 | 51 963 CHF | 56 609 CHF | 100,00% | 100,00% |
15/07/2024 | 8,57% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 466 106 | 466 106 | 52 065 CHF | 56 726 CHF | 100,00% | 100,00% |
12/07/2024 | 8,68% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 472 825 | 472 825 | 52 110 CHF | 56 839 CHF | 99,67% | 99,67% |
11/07/2024 | 7,96% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 420 742 | 420 742 | 50 785 CHF | 54 992 CHF | 90,25% | 90,25% |
10/07/2024 | 7,38% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 398 624 | 398 624 | 52 003 CHF | 55 989 CHF | 96,07% | 96,07% |
09/07/2024 | 7,15% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 387 459 | 387 459 | 52 270 CHF | 56 145 CHF | 99,66% | 99,66% |
08/07/2024 | 8,01% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 426 038 | 426 038 | 51 028 CHF | 55 289 CHF | 99,85% | 99,85% |
05/07/2024 | 8,03% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 427 857 | 427 857 | 51 165 CHF | 55 444 CHF | 100,00% | 100,00% |
04/07/2024 | 8,17% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 436 631 | 436 631 | 51 257 CHF | 55 623 CHF | 100,00% | 100,00% |