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 | 6,45% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 350 000 | 350 000 | 52 500 CHF | 56 000 CHF | 99,43% | 99,43% |
16/07/2024 | 6,51% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 353 936 | 353 936 | 52 559 CHF | 56 098 CHF | 100,00% | 100,00% |
15/07/2024 | 6,37% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 344 424 | 344 424 | 52 373 CHF | 55 818 CHF | 100,00% | 100,00% |
12/07/2024 | 6,63% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 360 070 | 360 070 | 52 496 CHF | 56 097 CHF | 99,66% | 99,66% |
11/07/2024 | 6,88% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 374 144 | 374 144 | 52 502 CHF | 56 243 CHF | 90,02% | 90,02% |
10/07/2024 | 7,04% | 0,14 CHF | 0,15 CHF | 400 000 | 400 000 | 382 650 | 382 650 | 52 436 CHF | 56 262 CHF | 96,06% | 96,06% |
09/07/2024 | 7,01% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 380 154 | 380 154 | 52 357 CHF | 56 158 CHF | 99,65% | 99,65% |
08/07/2024 | 5,92% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 315 085 | 315 085 | 51 672 CHF | 54 823 CHF | 99,83% | 99,83% |
05/07/2024 | 6,42% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 348 377 | 348 377 | 52 525 CHF | 56 009 CHF | 100,00% | 100,00% |
04/07/2024 | 7,44% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 401 303 | 401 303 | 51 965 CHF | 55 978 CHF | 100,00% | 100,00% |