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 | 6,06% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 324 082 | 324 089 | 51 888 CHF | 55 130 CHF | 100,00% | 100,00% |
15/07/2024 | 6,07% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 325 505 | 325 505 | 51 972 CHF | 55 227 CHF | 100,00% | 100,00% |
12/07/2024 | 5,79% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 305 748 | 305 748 | 51 298 CHF | 54 355 CHF | 99,67% | 99,67% |
11/07/2024 | 5,51% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 298 827 | 298 827 | 52 787 CHF | 55 775 CHF | 88,81% | 88,81% |
10/07/2024 | 5,68% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 301 592 | 301 586 | 51 606 CHF | 54 621 CHF | 96,09% | 96,09% |
09/07/2024 | 6,33% | 0,15 CHF | 0,16 CHF | 325 000 | 325 000 | 341 251 | 341 251 | 52 195 CHF | 55 607 CHF | 99,64% | 99,64% |
08/07/2024 | 6,79% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 370 515 | 370 515 | 52 698 CHF | 56 403 CHF | 99,85% | 99,85% |
05/07/2024 | 8,95% | 0,11 CHF | 0,12 CHF | 500 000 | 500 000 | 483 075 | 483 075 | 51 600 CHF | 56 430 CHF | 100,00% | 100,00% |
04/07/2024 | 9,52% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 50 000 CHF | 55 000 CHF | 100,00% | 100,00% |
03/07/2024 | 8,99% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 483 516 | 483 516 | 51 388 CHF | 56 223 CHF | 99,25% | 99,25% |