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 | 5,90% | 0,16 CHF | 0,17 CHF | 208 932 | 100 000 | 209 572 | 100 000 | 34 521 CHF | 17 470 CHF | 100,00% | 100,00% |
15/07/2024 | 6,07% | 0,17 CHF | 0,18 CHF | 210 261 | 100 000 | 208 689 | 100 000 | 33 483 CHF | 17 041 CHF | 99,66% | 99,66% |
12/07/2024 | 6,41% | 0,14 CHF | 0,15 CHF | 207 267 | 100 000 | 208 087 | 100 000 | 31 454 CHF | 16 115 CHF | 99,01% | 99,01% |
11/07/2024 | 7,05% | 0,14 CHF | 0,15 CHF | 206 149 | 100 000 | 207 296 | 100 000 | 28 808 CHF | 14 883 CHF | 99,09% | 99,09% |
10/07/2024 | 7,03% | 0,13 CHF | 0,14 CHF | 206 534 | 100 000 | 207 441 | 100 000 | 28 572 CHF | 14 771 CHF | 100,00% | 100,00% |
09/07/2024 | 8,94% | 0,13 CHF | 0,14 CHF | 206 084 | 100 000 | 204 493 | 100 000 | 22 088 CHF | 11 796 CHF | 100,00% | 100,00% |
08/07/2024 | 11,77% | 0,10 CHF | 0,11 CHF | 203 068 | 100 000 | 201 237 | 100 000 | 16 217 CHF | 9 057 CHF | 100,00% | 100,00% |
05/07/2024 | 11,78% | 0,08 CHF | 0,09 CHF | 201 290 | 100 000 | 201 760 | 100 000 | 16 180 CHF | 9 018 CHF | 98,98% | 98,98% |
04/07/2024 | 9,43% | 0,10 CHF | 0,11 CHF | 203 838 | 100 000 | 204 557 | 100 000 | 20 698 CHF | 11 118 CHF | 100,00% | 100,00% |
03/07/2024 | 6,77% | 0,12 CHF | 0,13 CHF | 206 572 | 100 000 | 209 435 | 100 000 | 30 347 CHF | 15 475 CHF | 99,99% | 99,99% |