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 | 8,68% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 471 128 | 471 128 | 51 896 CHF | 56 608 CHF | 99,39% | 99,39% |
15/07/2024 | 8,33% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 444 472 | 444 472 | 51 116 CHF | 55 561 CHF | 99,39% | 99,39% |
12/07/2024 | 7,87% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 419 621 | 419 621 | 51 234 CHF | 55 430 CHF | 99,07% | 99,07% |
11/07/2024 | 8,53% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 460 143 | 460 143 | 51 672 CHF | 56 274 CHF | 97,95% | 97,95% |
10/07/2024 | 8,01% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 424 150 | 424 150 | 50 865 CHF | 55 106 CHF | 95,50% | 95,50% |
09/07/2024 | 7,72% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 412 852 | 412 852 | 51 461 CHF | 55 590 CHF | 99,04% | 99,04% |
08/07/2024 | 7,07% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 383 507 | 383 507 | 52 312 CHF | 56 147 CHF | 99,24% | 99,24% |
05/07/2024 | 6,45% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 350 934 | 350 935 | 52 684 CHF | 56 193 CHF | 99,39% | 99,39% |
04/07/2024 | 7,01% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 380 347 | 380 347 | 52 360 CHF | 56 163 CHF | 99,39% | 99,39% |
03/07/2024 | 6,56% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 355 545 | 355 545 | 52 442 CHF | 55 998 CHF | 98,62% | 98,62% |