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 | 10,56% | 0,18 CHF | 0,19 CHF | 174 000 | 174 000 | 78 522 | 78 522 | 13 158 CHF | 14 349 CHF | 99,90% | 99,90% |
15/07/2024 | 9,84% | 0,18 CHF | 0,19 CHF | 176 000 | 176 000 | 78 894 | 78 894 | 13 621 CHF | 14 817 CHF | 99,99% | 99,99% |
12/07/2024 | 10,89% | 0,18 CHF | 0,19 CHF | 176 000 | 176 000 | 78 924 | 78 924 | 12 821 CHF | 14 016 CHF | 100,00% | 100,00% |
11/07/2024 | 12,54% | 0,14 CHF | 0,15 CHF | 178 000 | 178 000 | 80 016 | 80 016 | 10 963 CHF | 12 176 CHF | 99,83% | 99,83% |
10/07/2024 | 12,61% | 0,13 CHF | 0,14 CHF | 178 000 | 178 000 | 80 070 | 80 070 | 10 238 CHF | 11 452 CHF | 100,00% | 100,00% |
09/07/2024 | 11,72% | 0,14 CHF | 0,15 CHF | 178 000 | 178 000 | 79 279 | 79 279 | 11 242 CHF | 12 441 CHF | 99,77% | 99,77% |
08/07/2024 | 9,71% | 0,15 CHF | 0,16 CHF | 176 000 | 176 000 | 78 684 | 78 684 | 13 110 CHF | 14 301 CHF | 100,00% | 100,00% |
05/07/2024 | 10,37% | 0,16 CHF | 0,17 CHF | 176 000 | 176 000 | 78 658 | 78 658 | 12 558 CHF | 13 752 CHF | 99,71% | 99,71% |
04/07/2024 | 11,21% | 0,17 CHF | 0,19 CHF | 70 000 | 70 000 | 56 627 | 56 627 | 9 520 CHF | 10 652 CHF | 100,00% | 100,00% |
03/07/2024 | 10,58% | 0,18 CHF | 0,19 CHF | 174 000 | 174 000 | 78 646 | 78 646 | 12 948 CHF | 14 141 CHF | 100,00% | 100,00% |