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 | 9,29% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 493 769 | 493 769 | 50 714 CHF | 55 651 CHF | 100,00% | 100,00% |
15/07/2024 | 9,52% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 50 000 CHF | 55 000 CHF | 100,00% | 100,00% |
12/07/2024 | 8,93% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 482 687 | 482 688 | 51 657 CHF | 56 483 CHF | 99,76% | 99,76% |
11/07/2024 | 8,85% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 474 396 | 474 380 | 51 292 CHF | 56 034 CHF | 100,00% | 100,00% |
10/07/2024 | 8,52% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 462 652 | 462 653 | 51 984 CHF | 56 611 CHF | 94,70% | 94,70% |
09/07/2024 | 8,70% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 475 000 | 475 000 | 52 250 CHF | 57 000 CHF | 99,67% | 99,67% |
08/07/2024 | 8,70% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 473 989 | 473 989 | 52 139 CHF | 56 879 CHF | 100,00% | 100,00% |
05/07/2024 | 8,00% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 425 000 | 425 000 | 51 001 CHF | 55 251 CHF | 100,00% | 100,00% |
04/07/2024 | 7,74% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 414 453 | 414 454 | 51 486 CHF | 55 631 CHF | 100,00% | 100,00% |
03/07/2024 | 7,33% | 0,13 CHF | 0,14 CHF | 425 000 | 425 000 | 396 691 | 396 690 | 52 114 CHF | 56 081 CHF | 99,33% | 99,33% |