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 | 10,79% | 0,15 CHF | 0,16 CHF | 340 000 | 100 000 | 308 955 | 90 635 | 45 125 CHF | 14 276 CHF | 99,57% | 99,57% |
15/07/2024 | 7,25% | 0,14 CHF | 0,15 CHF | 360 000 | 100 000 | 380 569 | 100 000 | 50 597 CHF | 14 314 CHF | 99,76% | 99,76% |
12/07/2024 | 6,81% | 0,13 CHF | 0,14 CHF | 390 000 | 100 000 | 356 724 | 99 965 | 50 746 CHF | 15 268 CHF | 98,93% | 98,93% |
11/07/2024 | 6,85% | 0,13 CHF | 0,14 CHF | 390 000 | 100 000 | 335 355 | 99 068 | 50 166 CHF | 16 320 CHF | 97,64% | 97,64% |
10/07/2024 | 5,75% | 0,18 CHF | 0,19 CHF | 280 000 | 100 000 | 301 384 | 100 000 | 50 908 CHF | 17 932 CHF | 99,99% | 99,99% |
09/07/2024 | 5,81% | 0,17 CHF | 0,18 CHF | 300 000 | 100 000 | 305 421 | 100 000 | 51 048 CHF | 17 729 CHF | 100,00% | 100,00% |
08/07/2024 | 6,61% | 0,16 CHF | 0,17 CHF | 320 000 | 100 000 | 347 526 | 100 000 | 50 808 CHF | 15 647 CHF | 100,00% | 100,00% |
05/07/2024 | 5,68% | 0,17 CHF | 0,18 CHF | 300 000 | 100 000 | 296 535 | 99 972 | 50 855 CHF | 18 166 CHF | 98,89% | 98,89% |
04/07/2024 | 5,14% | 0,18 CHF | 0,19 CHF | 280 000 | 100 000 | 268 487 | 100 000 | 50 893 CHF | 19 994 CHF | 87,87% | 87,87% |
03/07/2024 | 4,60% | 0,19 CHF | 0,20 CHF | 270 000 | 100 000 | 238 110 | 100 000 | 50 553 CHF | 22 321 CHF | 99,43% | 99,43% |