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 | 8,02% | 0,12 CHF | 0,13 CHF | 475 000 | 475 000 | 429 496 | 429 496 | 51 429 CHF | 55 724 CHF | 100,00% | 100,00% |
15/07/2024 | 8,34% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 448 967 | 448 967 | 51 560 CHF | 56 050 CHF | 100,00% | 100,00% |
12/07/2024 | 8,46% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 455 927 | 455 927 | 51 604 CHF | 56 163 CHF | 99,67% | 99,67% |
11/07/2024 | 7,90% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 421 104 | 421 103 | 51 207 CHF | 55 418 CHF | 98,01% | 98,01% |
10/07/2024 | 7,30% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 396 044 | 396 044 | 52 267 CHF | 56 227 CHF | 96,06% | 96,06% |
09/07/2024 | 7,23% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 391 488 | 391 488 | 52 185 CHF | 56 100 CHF | 99,64% | 99,64% |
08/07/2024 | 8,49% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 461 003 | 461 003 | 51 957 CHF | 56 567 CHF | 99,84% | 99,84% |
05/07/2024 | 7,40% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 399 744 | 399 744 | 52 060 CHF | 56 058 CHF | 100,00% | 100,00% |
04/07/2024 | 7,34% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 396 601 | 396 601 | 52 050 CHF | 56 016 CHF | 100,00% | 100,00% |
03/07/2024 | 6,73% | 0,14 CHF | 0,15 CHF | 350 000 | 350 000 | 364 019 | 364 019 | 52 296 CHF | 55 936 CHF | 99,24% | 99,24% |