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 | 15,57% | 0,06 CHF | 0,07 CHF | 350 000 | 350 000 | 350 000 | 350 000 | 20 734 CHF | 24 234 CHF | 100,00% | 100,00% |
15/07/2024 | 17,05% | 0,06 CHF | 0,07 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 8 125 CHF | 9 625 CHF | 99,82% | 99,82% |
12/07/2024 | 6,72% | 0,15 CHF | 0,16 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 25 182 CHF | 26 932 CHF | 100,00% | 100,00% |
11/07/2024 | 6,93% | 0,14 CHF | 0,15 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 24 396 CHF | 26 146 CHF | 100,00% | 100,00% |
10/07/2024 | 7,55% | 0,13 CHF | 0,14 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 22 333 CHF | 24 083 CHF | 100,00% | 100,00% |
09/07/2024 | 7,18% | 0,13 CHF | 0,14 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 23 544 CHF | 25 294 CHF | 100,00% | 100,00% |
08/07/2024 | 6,90% | 0,14 CHF | 0,15 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 24 502 CHF | 26 252 CHF | 100,00% | 100,00% |
05/07/2024 | 6,31% | 0,14 CHF | 0,15 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 23 068 CHF | 24 568 CHF | 100,00% | 100,00% |
04/07/2024 | 6,71% | 0,15 CHF | 0,16 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 25 224 CHF | 26 974 CHF | 100,00% | 100,00% |
03/07/2024 | 7,03% | 0,14 CHF | 0,15 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 24 051 CHF | 25 801 CHF | 100,00% | 100,00% |