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 | 11,56% | 0,08 CHF | 0,09 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 14 266 CHF | 16 016 CHF | 99,51% | 99,51% |
15/07/2024 | 11,98% | 0,08 CHF | 0,09 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 13 739 CHF | 15 489 CHF | 99,56% | 99,56% |
12/07/2024 | 12,50% | 0,07 CHF | 0,08 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 14 998 CHF | 16 998 CHF | 99,53% | 99,53% |
11/07/2024 | 12,19% | 0,08 CHF | 0,09 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 15 416 CHF | 17 416 CHF | 99,49% | 99,49% |
10/07/2024 | 12,78% | 0,07 CHF | 0,08 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 14 652 CHF | 16 652 CHF | 99,54% | 99,54% |
09/07/2024 | 13,16% | 0,07 CHF | 0,08 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 15 992 CHF | 18 242 CHF | 99,52% | 99,52% |
08/07/2024 | 14,44% | 0,06 CHF | 0,07 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 16 075 CHF | 18 575 CHF | 99,52% | 99,52% |
05/07/2024 | 14,62% | 0,06 CHF | 0,07 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 11 113 CHF | 12 863 CHF | 99,07% | 99,07% |
04/07/2024 | 10,98% | 0,08 CHF | 0,09 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 6 126 CHF | 6 826 CHF | 99,56% | 99,56% |
03/07/2024 | 4,91% | 0,19 CHF | 0,20 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 11 936 CHF | 12 536 CHF | 99,48% | 99,53% |