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 | 11,86% | 0,09 CHF | 0,10 CHF | 625 000 | 325 000 | 634 331 | 328 078 | 50 335 CHF | 29 309 CHF | 99,98% | 99,98% |
15/07/2024 | 10,54% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 572 784 | 325 474 | 51 513 CHF | 32 768 CHF | 100,00% | 100,00% |
12/07/2024 | 11,50% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 612 840 | 318 106 | 50 266 CHF | 29 267 CHF | 98,97% | 98,97% |
11/07/2024 | 11,71% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 623 415 | 322 917 | 50 124 CHF | 29 190 CHF | 99,84% | 99,84% |
10/07/2024 | 9,80% | 0,08 CHF | 0,09 CHF | 600 000 | 300 000 | 514 450 | 464 091 | 49 916 CHF | 50 248 CHF | 99,83% | 99,83% |
09/07/2024 | 8,71% | 0,11 CHF | 0,12 CHF | 425 000 | 425 000 | 469 422 | 469 428 | 51 553 CHF | 56 248 CHF | 100,00% | 100,00% |
08/07/2024 | 9,13% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 488 603 | 488 602 | 51 115 CHF | 56 001 CHF | 100,00% | 100,00% |
05/07/2024 | 8,61% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 461 720 | 461 722 | 51 350 CHF | 55 967 CHF | 99,27% | 99,27% |
04/07/2024 | 8,03% | 0,13 CHF | 0,14 CHF | 425 000 | 425 000 | 428 133 | 428 133 | 51 176 CHF | 55 457 CHF | 100,00% | 100,00% |
03/07/2024 | 7,91% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 421 606 | 421 521 | 51 233 CHF | 55 438 CHF | 99,51% | 99,51% |