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 | 7,27% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 393 217 | 393 218 | 52 131 CHF | 56 063 CHF | 100,00% | 100,00% |
15/07/2024 | 7,71% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 413 165 | 413 165 | 51 521 CHF | 55 653 CHF | 100,00% | 100,00% |
12/07/2024 | 7,51% | 0,11 CHF | 0,12 CHF | 425 000 | 425 000 | 402 833 | 402 833 | 51 695 CHF | 55 723 CHF | 99,67% | 99,67% |
11/07/2024 | 6,66% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 361 290 | 361 290 | 52 456 CHF | 56 069 CHF | 83,34% | 83,34% |
10/07/2024 | 6,21% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 334 666 | 334 666 | 52 200 CHF | 55 547 CHF | 96,09% | 96,09% |
09/07/2024 | 6,04% | 0,17 CHF | 0,18 CHF | 325 000 | 325 000 | 325 200 | 325 200 | 52 275 CHF | 55 527 CHF | 99,67% | 99,67% |
08/07/2024 | 6,45% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 349 961 | 349 961 | 52 540 CHF | 56 040 CHF | 99,84% | 99,84% |
05/07/2024 | 6,61% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 358 652 | 358 652 | 52 453 CHF | 56 039 CHF | 100,00% | 100,00% |
04/07/2024 | 6,47% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 350 526 | 350 526 | 52 465 CHF | 55 971 CHF | 100,00% | 100,00% |
03/07/2024 | 6,24% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 335 680 | 335 680 | 52 082 CHF | 55 439 CHF | 99,23% | 99,23% |