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 | 7,88% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 420 741 | 420 741 | 51 294 CHF | 55 502 CHF | 100,00% | 100,00% |
15/07/2024 | 7,74% | 0,13 CHF | 0,14 CHF | 425 000 | 425 000 | 414 845 | 414 845 | 51 550 CHF | 55 699 CHF | 100,00% | 100,00% |
12/07/2024 | 7,41% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 400 000 | 400 000 | 51 996 CHF | 55 996 CHF | 99,98% | 99,98% |
11/07/2024 | 7,51% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 402 393 | 402 393 | 51 610 CHF | 55 634 CHF | 97,83% | 97,83% |
10/07/2024 | 8,14% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 435 426 | 435 426 | 51 304 CHF | 55 658 CHF | 96,17% | 96,17% |
09/07/2024 | 8,46% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 457 064 | 457 064 | 51 704 CHF | 56 275 CHF | 99,64% | 99,64% |
08/07/2024 | 7,08% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 383 589 | 383 589 | 52 259 CHF | 56 095 CHF | 100,00% | 100,00% |
05/07/2024 | 7,20% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 389 174 | 389 174 | 52 137 CHF | 56 029 CHF | 100,00% | 100,00% |
04/07/2024 | 6,75% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 367 908 | 367 909 | 52 696 CHF | 56 375 CHF | 100,00% | 100,00% |
03/07/2024 | 7,50% | 0,13 CHF | 0,14 CHF | 425 000 | 425 000 | 405 849 | 405 848 | 52 084 CHF | 56 142 CHF | 99,32% | 99,32% |