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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 7,63% | 0,13 CHF | 0,14 CHF | 160 000 | 160 000 | 154 204 | 154 204 | 19 632 CHF | 21 181 CHF | 100,00% | 100,00% |
16/07/2024 | 7,53% | 0,12 CHF | 0,13 CHF | 160 000 | 160 000 | 148 113 | 148 113 | 19 243 CHF | 20 736 CHF | 100,00% | 100,00% |
15/07/2024 | 6,23% | 0,15 CHF | 0,16 CHF | 150 000 | 150 000 | 146 092 | 146 092 | 22 735 CHF | 24 195 CHF | 100,00% | 100,00% |
12/07/2024 | 5,77% | 0,17 CHF | 0,18 CHF | 150 000 | 150 000 | 146 096 | 146 096 | 24 608 CHF | 26 069 CHF | 100,00% | 100,00% |
11/07/2024 | 5,75% | 0,16 CHF | 0,17 CHF | 150 000 | 150 000 | 146 093 | 146 093 | 24 668 CHF | 26 129 CHF | 99,99% | 99,99% |
10/07/2024 | 5,86% | 0,17 CHF | 0,18 CHF | 150 000 | 150 000 | 146 091 | 146 091 | 24 234 CHF | 25 694 CHF | 100,00% | 100,00% |
09/07/2024 | 5,68% | 0,16 CHF | 0,17 CHF | 150 000 | 150 000 | 145 708 | 145 708 | 25 041 CHF | 26 502 CHF | 100,00% | 100,00% |
08/07/2024 | 5,55% | 0,17 CHF | 0,18 CHF | 150 000 | 150 000 | 145 801 | 145 801 | 25 643 CHF | 27 104 CHF | 100,00% | 100,00% |