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 | 6,87% | 0,14 CHF | 0,15 CHF | 350 000 | 350 000 | 371 660 | 371 660 | 52 244 CHF | 55 960 CHF | 99,46% | 99,46% |
16/07/2024 | 6,90% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 374 970 | 374 970 | 52 496 CHF | 56 246 CHF | 100,00% | 100,00% |
15/07/2024 | 6,46% | 0,14 CHF | 0,15 CHF | 350 000 | 350 000 | 349 380 | 349 380 | 52 304 CHF | 55 798 CHF | 100,00% | 100,00% |
12/07/2024 | 6,48% | 0,16 CHF | 0,17 CHF | 350 000 | 350 000 | 351 925 | 351 925 | 52 550 CHF | 56 069 CHF | 99,69% | 99,69% |
11/07/2024 | 6,69% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 363 393 | 363 393 | 52 508 CHF | 56 142 CHF | 98,89% | 98,89% |
10/07/2024 | 6,92% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 375 759 | 375 759 | 52 400 CHF | 56 157 CHF | 96,09% | 96,09% |
09/07/2024 | 7,23% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 391 901 | 391 901 | 52 234 CHF | 56 153 CHF | 99,66% | 99,66% |
08/07/2024 | 6,68% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 361 433 | 361 433 | 52 327 CHF | 55 941 CHF | 99,85% | 99,85% |
05/07/2024 | 6,13% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 329 635 | 329 634 | 52 080 CHF | 55 376 CHF | 100,00% | 100,00% |
04/07/2024 | 6,44% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 349 774 | 349 774 | 52 550 CHF | 56 048 CHF | 100,00% | 100,00% |