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 | 8,60% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 465 647 | 465 643 | 51 809 CHF | 56 465 CHF | 98,84% | 98,84% |
16/07/2024 | 7,52% | 0,14 CHF | 0,15 CHF | 400 000 | 400 000 | 403 590 | 403 590 | 51 706 CHF | 55 741 CHF | 99,38% | 99,38% |
15/07/2024 | 6,94% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 376 838 | 376 838 | 52 390 CHF | 56 159 CHF | 99,39% | 99,39% |
12/07/2024 | 7,34% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 394 009 | 394 009 | 51 755 CHF | 55 695 CHF | 99,07% | 99,07% |
11/07/2024 | 8,28% | 0,13 CHF | 0,14 CHF | 425 000 | 425 000 | 444 709 | 444 708 | 51 494 CHF | 55 941 CHF | 98,08% | 98,08% |
10/07/2024 | 8,76% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 475 331 | 475 331 | 51 904 CHF | 56 657 CHF | 95,48% | 95,48% |
09/07/2024 | 8,77% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 475 619 | 475 618 | 51 876 CHF | 56 632 CHF | 99,05% | 99,05% |
08/07/2024 | 8,62% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 468 990 | 468 990 | 52 041 CHF | 56 731 CHF | 99,24% | 99,24% |
05/07/2024 | 8,15% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 434 410 | 434 410 | 51 106 CHF | 55 450 CHF | 99,39% | 99,39% |
04/07/2024 | 8,21% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 438 900 | 438 900 | 51 270 CHF | 55 659 CHF | 99,39% | 99,39% |