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 | 7,41% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 400 000 | 400 000 | 51 986 CHF | 55 986 CHF | 99,42% | 99,42% |
16/07/2024 | 7,13% | 0,14 CHF | 0,15 CHF | 400 000 | 400 000 | 387 621 | 387 621 | 52 460 CHF | 56 336 CHF | 100,00% | 100,00% |
15/07/2024 | 6,97% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 377 985 | 377 985 | 52 332 CHF | 56 112 CHF | 100,00% | 100,00% |
12/07/2024 | 6,60% | 0,14 CHF | 0,15 CHF | 350 000 | 350 000 | 357 838 | 357 838 | 52 469 CHF | 56 048 CHF | 99,68% | 99,68% |
11/07/2024 | 6,80% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 369 321 | 369 321 | 52 460 CHF | 56 154 CHF | 68,74% | 68,74% |
10/07/2024 | 7,06% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 383 402 | 383 402 | 52 390 CHF | 56 224 CHF | 96,08% | 96,08% |
09/07/2024 | 7,17% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 388 058 | 388 058 | 52 195 CHF | 56 075 CHF | 99,66% | 99,66% |
08/07/2024 | 6,25% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 336 443 | 336 443 | 52 141 CHF | 55 505 CHF | 99,85% | 99,85% |
05/07/2024 | 6,19% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 332 411 | 332 411 | 52 042 CHF | 55 366 CHF | 100,00% | 100,00% |
04/07/2024 | 5,99% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 319 899 | 319 899 | 51 823 CHF | 55 022 CHF | 100,00% | 100,00% |