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 | 9,73% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 520 104 | 431 537 | 50 813 CHF | 47 119 CHF | 100,00% | 100,00% |
15/07/2024 | 9,01% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 483 898 | 483 894 | 51 332 CHF | 56 170 CHF | 100,00% | 100,00% |
12/07/2024 | 9,17% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 485 620 | 485 622 | 50 530 CHF | 55 386 CHF | 98,45% | 98,45% |
11/07/2024 | 9,19% | 0,10 CHF | 0,11 CHF | 475 000 | 475 000 | 486 873 | 485 511 | 50 589 CHF | 55 294 CHF | 99,23% | 99,23% |
10/07/2024 | 11,95% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 645 542 | 333 993 | 50 790 CHF | 29 614 CHF | 99,77% | 99,77% |
09/07/2024 | 12,14% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 649 068 | 336 515 | 50 224 CHF | 29 402 CHF | 100,00% | 100,00% |
08/07/2024 | 12,40% | 0,07 CHF | 0,08 CHF | 675 000 | 350 000 | 661 812 | 344 944 | 50 081 CHF | 29 552 CHF | 98,99% | 98,99% |
05/07/2024 | 12,52% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 676 394 | 347 519 | 50 650 CHF | 29 474 CHF | 100,00% | 100,00% |
04/07/2024 | 11,56% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 615 955 | 316 838 | 50 222 CHF | 28 986 CHF | 98,15% | 98,15% |
03/07/2024 | 13,48% | 0,08 CHF | 0,09 CHF | 725 000 | 375 000 | 732 222 | 378 611 | 50 653 CHF | 29 979 CHF | 100,00% | 100,00% |