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 | 6,49% | 0,15 CHF | 0,16 CHF | 280 000 | 280 000 | 125 083 | 125 083 | 19 158 CHF | 20 421 CHF | 99,89% | 99,89% |
15/07/2024 | 6,45% | 0,16 CHF | 0,17 CHF | 280 000 | 280 000 | 125 695 | 125 695 | 19 479 CHF | 20 741 CHF | 100,00% | 100,00% |
12/07/2024 | 6,34% | 0,15 CHF | 0,16 CHF | 280 000 | 280 000 | 125 626 | 125 626 | 19 527 CHF | 20 789 CHF | 100,00% | 100,00% |
11/07/2024 | 5,48% | 0,17 CHF | 0,18 CHF | 260 000 | 260 000 | 119 396 | 119 396 | 21 721 CHF | 22 920 CHF | 99,99% | 99,99% |
10/07/2024 | 5,61% | 0,18 CHF | 0,19 CHF | 260 000 | 260 000 | 119 033 | 119 033 | 21 344 CHF | 22 540 CHF | 100,00% | 100,00% |
09/07/2024 | 5,83% | 0,17 CHF | 0,18 CHF | 260 000 | 260 000 | 119 872 | 119 872 | 20 761 CHF | 21 967 CHF | 100,00% | 100,00% |
08/07/2024 | 6,23% | 0,16 CHF | 0,17 CHF | 280 000 | 280 000 | 125 579 | 125 579 | 19 984 CHF | 21 247 CHF | 100,00% | 100,00% |
05/07/2024 | 7,23% | 0,15 CHF | 0,16 CHF | 280 000 | 280 000 | 124 985 | 124 985 | 17 731 CHF | 18 995 CHF | 99,89% | 99,89% |
04/07/2024 | 6,72% | 0,15 CHF | 0,16 CHF | 120 000 | 120 000 | 93 141 | 93 141 | 13 504 CHF | 14 438 CHF | 100,00% | 100,00% |
03/07/2024 | 6,38% | 0,14 CHF | 0,15 CHF | 280 000 | 280 000 | 125 684 | 125 684 | 19 413 CHF | 20 676 CHF | 100,00% | 100,00% |