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 | 13,00% | 0,15 CHF | 0,16 CHF | 174 000 | 174 000 | 78 520 | 78 520 | 10 641 CHF | 11 833 CHF | 99,90% | 99,90% |
15/07/2024 | 11,95% | 0,14 CHF | 0,15 CHF | 176 000 | 176 000 | 78 902 | 78 902 | 11 100 CHF | 12 296 CHF | 100,00% | 100,00% |
12/07/2024 | 13,48% | 0,14 CHF | 0,15 CHF | 176 000 | 176 000 | 78 923 | 78 923 | 10 300 CHF | 11 496 CHF | 100,00% | 100,00% |
11/07/2024 | 16,13% | 0,11 CHF | 0,12 CHF | 178 000 | 178 000 | 80 008 | 80 008 | 8 397 CHF | 9 611 CHF | 99,82% | 99,82% |
10/07/2024 | 16,14% | 0,09 CHF | 0,10 CHF | 178 000 | 178 000 | 80 069 | 80 069 | 7 697 CHF | 8 912 CHF | 100,00% | 100,00% |
09/07/2024 | 14,62% | 0,11 CHF | 0,12 CHF | 178 000 | 178 000 | 79 290 | 79 290 | 8 786 CHF | 9 985 CHF | 99,73% | 99,73% |
08/07/2024 | 11,67% | 0,12 CHF | 0,13 CHF | 176 000 | 176 000 | 78 684 | 78 684 | 10 630 CHF | 11 821 CHF | 100,00% | 100,00% |
05/07/2024 | 12,72% | 0,12 CHF | 0,13 CHF | 176 000 | 176 000 | 78 650 | 78 650 | 10 043 CHF | 11 236 CHF | 99,70% | 99,70% |
04/07/2024 | 13,54% | 0,14 CHF | 0,16 CHF | 70 000 | 70 000 | 56 627 | 56 627 | 7 774 CHF | 8 906 CHF | 100,00% | 100,00% |
03/07/2024 | 12,93% | 0,14 CHF | 0,15 CHF | 174 000 | 174 000 | 78 646 | 78 646 | 10 470 CHF | 11 663 CHF | 100,00% | 100,00% |