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 | 8,21% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 439 051 | 439 051 | 51 267 CHF | 55 658 CHF | 100,00% | 100,00% |
15/07/2024 | 7,04% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 381 992 | 381 992 | 52 344 CHF | 56 163 CHF | 100,00% | 100,00% |
12/07/2024 | 7,19% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 389 143 | 389 143 | 52 155 CHF | 56 046 CHF | 99,67% | 99,67% |
11/07/2024 | 7,76% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 414 395 | 414 395 | 51 368 CHF | 55 512 CHF | 97,03% | 97,03% |
10/07/2024 | 8,32% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 446 445 | 446 445 | 51 428 CHF | 55 892 CHF | 96,07% | 96,07% |
09/07/2024 | 8,46% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 457 787 | 457 787 | 51 791 CHF | 56 369 CHF | 99,66% | 99,66% |
08/07/2024 | 7,16% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 387 713 | 387 713 | 52 210 CHF | 56 087 CHF | 99,84% | 99,84% |
05/07/2024 | 7,00% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 378 794 | 378 795 | 52 216 CHF | 56 004 CHF | 100,00% | 100,00% |
04/07/2024 | 6,98% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 379 868 | 379 868 | 52 540 CHF | 56 339 CHF | 100,00% | 100,00% |
03/07/2024 | 7,87% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 419 755 | 419 755 | 51 229 CHF | 55 426 CHF | 99,24% | 99,24% |