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 | 11,30% | 0,08 CHF | 0,09 CHF | 120 000 | 120 000 | 53 266 | 53 266 | 4 541 CHF | 5 079 CHF | 99,90% | 99,90% |
15/07/2024 | 11,28% | 0,09 CHF | 0,10 CHF | 120 000 | 120 000 | 53 527 | 53 527 | 4 588 CHF | 5 126 CHF | 100,00% | 100,00% |
12/07/2024 | 11,04% | 0,08 CHF | 0,09 CHF | 120 000 | 120 000 | 53 498 | 53 498 | 4 587 CHF | 5 125 CHF | 100,00% | 100,00% |
11/07/2024 | 8,40% | 0,11 CHF | 0,12 CHF | 110 000 | 110 000 | 51 592 | 51 592 | 5 997 CHF | 6 515 CHF | 100,00% | 100,00% |
10/07/2024 | 8,98% | 0,11 CHF | 0,12 CHF | 110 000 | 110 000 | 51 395 | 51 395 | 5 683 CHF | 6 199 CHF | 100,00% | 100,00% |
09/07/2024 | 9,40% | 0,11 CHF | 0,12 CHF | 110 000 | 110 000 | 51 416 | 51 416 | 5 439 CHF | 5 956 CHF | 100,00% | 100,00% |
08/07/2024 | 11,03% | 0,09 CHF | 0,10 CHF | 120 000 | 120 000 | 53 470 | 53 470 | 4 693 CHF | 5 231 CHF | 100,00% | 100,00% |
05/07/2024 | 13,95% | 0,08 CHF | 0,09 CHF | 120 000 | 120 000 | 53 221 | 53 221 | 3 815 CHF | 4 353 CHF | 99,90% | 99,90% |
04/07/2024 | 12,90% | 0,07 CHF | 0,08 CHF | 50 000 | 50 000 | 39 248 | 39 248 | 2 867 CHF | 3 261 CHF | 100,00% | 100,00% |
03/07/2024 | 11,47% | 0,07 CHF | 0,08 CHF | 120 000 | 120 000 | 53 524 | 53 524 | 4 429 CHF | 4 966 CHF | 100,00% | 100,00% |