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 | 7,14% | 0,29 CHF | 0,30 CHF | 120 000 | 120 000 | 53 354 | 53 354 | 15 113 CHF | 15 992 CHF | 99,97% | 99,97% |
16/07/2024 | 11,82% | 0,21 CHF | 0,22 CHF | 122 000 | 122 000 | 55 085 | 55 085 | 9 747 CHF | 10 666 CHF | 99,88% | 99,88% |
15/07/2024 | 8,57% | 0,23 CHF | 0,24 CHF | 120 000 | 120 000 | 54 047 | 54 047 | 13 135 CHF | 14 111 CHF | 100,00% | 100,00% |
12/07/2024 | 9,25% | 0,25 CHF | 0,26 CHF | 120 000 | 120 000 | 54 679 | 54 679 | 11 906 CHF | 12 818 CHF | 100,00% | 100,00% |
11/07/2024 | 11,61% | 0,18 CHF | 0,19 CHF | 122 000 | 122 000 | 55 171 | 55 171 | 9 543 CHF | 10 462 CHF | 99,80% | 99,80% |
10/07/2024 | 10,44% | 0,18 CHF | 0,19 CHF | 122 000 | 122 000 | 54 891 | 54 891 | 10 135 CHF | 11 050 CHF | 100,00% | 100,00% |
09/07/2024 | 8,59% | 0,23 CHF | 0,24 CHF | 120 000 | 120 000 | 53 754 | 53 754 | 13 454 CHF | 14 426 CHF | 99,78% | 99,78% |
08/07/2024 | 6,90% | 0,30 CHF | 0,31 CHF | 118 000 | 118 000 | 53 240 | 53 240 | 17 050 CHF | 18 018 CHF | 100,00% | 100,00% |
05/07/2024 | 6,64% | 0,32 CHF | 0,33 CHF | 118 000 | 118 000 | 52 341 | 52 341 | 17 219 CHF | 18 166 CHF | 99,81% | 99,81% |
04/07/2024 | 7,13% | 0,35 CHF | 0,37 CHF | 47 000 | 47 000 | 37 435 | 37 435 | 12 912 CHF | 13 815 CHF | 99,98% | 99,98% |