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 | 7,60% | 0,12 CHF | 0,13 CHF | 420 000 | 100 000 | 399 862 | 100 000 | 50 601 CHF | 13 671 CHF | 94,22% | 94,22% |
15/07/2024 | 5,59% | 0,14 CHF | 0,15 CHF | 360 000 | 100 000 | 292 118 | 100 000 | 50 807 CHF | 18 573 CHF | 84,28% | 84,28% |
12/07/2024 | 5,42% | 0,20 CHF | 0,21 CHF | 250 000 | 100 000 | 282 423 | 100 000 | 50 656 CHF | 18 957 CHF | 95,89% | 95,89% |
11/07/2024 | 6,19% | 0,17 CHF | 0,18 CHF | 300 000 | 100 000 | 326 293 | 100 000 | 51 104 CHF | 16 685 CHF | 97,18% | 97,18% |
10/07/2024 | 6,64% | 0,15 CHF | 0,16 CHF | 340 000 | 100 000 | 348 494 | 100 000 | 50 745 CHF | 15 575 CHF | 100,00% | 100,00% |
09/07/2024 | 6,21% | 0,14 CHF | 0,15 CHF | 360 000 | 100 000 | 327 174 | 100 000 | 51 025 CHF | 16 649 CHF | 100,00% | 100,00% |
08/07/2024 | 6,54% | 0,14 CHF | 0,15 CHF | 360 000 | 100 000 | 344 002 | 100 000 | 50 899 CHF | 15 852 CHF | 99,38% | 99,38% |
05/07/2024 | 6,41% | 0,14 CHF | 0,15 CHF | 360 000 | 100 000 | 337 474 | 100 000 | 50 950 CHF | 16 127 CHF | 98,17% | 98,17% |
04/07/2024 | 6,31% | 0,16 CHF | 0,17 CHF | 320 000 | 100 000 | 308 523 | 100 000 | 47 484 CHF | 16 380 CHF | 98,74% | 98,74% |
03/07/2024 | 6,82% | 0,15 CHF | 0,16 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 42 597 CHF | 15 199 CHF | 99,71% | 99,71% |