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 | 10,58% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 577 342 | 300 000 | 51 680 CHF | 29 858 CHF | 100,00% | 100,00% |
15/07/2024 | 10,55% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 575 000 | 300 000 | 51 634 CHF | 29 940 CHF | 100,00% | 100,00% |
12/07/2024 | 10,27% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 553 404 | 347 972 | 51 094 CHF | 36 026 CHF | 99,77% | 99,77% |
11/07/2024 | 9,51% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 500 789 | 489 295 | 50 197 CHF | 54 006 CHF | 100,00% | 100,00% |
10/07/2024 | 9,00% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 484 528 | 484 528 | 51 457 CHF | 56 303 CHF | 94,70% | 94,70% |
09/07/2024 | 8,70% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 474 932 | 474 932 | 52 243 CHF | 56 992 CHF | 99,67% | 99,67% |
08/07/2024 | 8,10% | 0,11 CHF | 0,12 CHF | 425 000 | 425 000 | 429 391 | 429 391 | 50 862 CHF | 55 156 CHF | 100,00% | 100,00% |
05/07/2024 | 8,62% | 0,12 CHF | 0,13 CHF | 475 000 | 475 000 | 469 555 | 469 556 | 52 133 CHF | 56 829 CHF | 100,00% | 100,00% |
04/07/2024 | 8,24% | 0,11 CHF | 0,12 CHF | 425 000 | 425 000 | 440 529 | 440 529 | 51 253 CHF | 55 659 CHF | 100,00% | 100,00% |
03/07/2024 | 7,98% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 423 730 | 423 730 | 50 996 CHF | 55 233 CHF | 99,31% | 99,31% |