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 | 6,78% | 0,14 CHF | 0,15 CHF | 220 000 | 220 000 | 97 976 | 97 976 | 14 374 CHF | 15 364 CHF | 99,90% | 99,90% |
15/07/2024 | 7,20% | 0,14 CHF | 0,15 CHF | 220 000 | 220 000 | 100 343 | 100 343 | 13 851 CHF | 14 859 CHF | 100,00% | 100,00% |
12/07/2024 | 8,20% | 0,12 CHF | 0,13 CHF | 220 000 | 220 000 | 90 362 | 90 362 | 10 978 CHF | 11 885 CHF | 99,90% | 99,90% |
11/07/2024 | 6,78% | 0,14 CHF | 0,15 CHF | 220 000 | 220 000 | 100 369 | 100 369 | 14 491 CHF | 15 499 CHF | 99,99% | 99,99% |
10/07/2024 | 5,64% | 0,16 CHF | 0,17 CHF | 220 000 | 220 000 | 100 407 | 100 407 | 17 513 CHF | 18 521 CHF | 100,00% | 100,00% |
09/07/2024 | 5,13% | 0,17 CHF | 0,18 CHF | 220 000 | 220 000 | 100 227 | 100 227 | 19 515 CHF | 20 523 CHF | 100,00% | 100,00% |
08/07/2024 | 4,90% | 0,21 CHF | 0,22 CHF | 220 000 | 220 000 | 100 303 | 100 303 | 20 856 CHF | 21 865 CHF | 100,00% | 100,00% |
05/07/2024 | 5,20% | 0,20 CHF | 0,21 CHF | 220 000 | 220 000 | 100 390 | 100 390 | 19 686 CHF | 20 695 CHF | 99,90% | 99,90% |
04/07/2024 | 5,25% | 0,19 CHF | 0,20 CHF | 90 000 | 90 000 | 74 049 | 74 049 | 13 733 CHF | 14 473 CHF | 100,00% | 100,00% |
03/07/2024 | 5,13% | 0,18 CHF | 0,19 CHF | 220 000 | 220 000 | 100 382 | 100 382 | 19 361 CHF | 20 369 CHF | 100,00% | 100,00% |