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 | 11,50% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 614 728 | 314 751 | 50 410 CHF | 28 947 CHF | 100,00% | 100,00% |
15/07/2024 | 9,60% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 512 742 | 447 909 | 50 850 CHF | 49 456 CHF | 100,00% | 100,00% |
12/07/2024 | 9,41% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 495 981 | 484 483 | 50 246 CHF | 54 049 CHF | 99,69% | 99,69% |
11/07/2024 | 9,38% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 496 100 | 496 101 | 50 451 CHF | 55 412 CHF | 99,24% | 99,24% |
10/07/2024 | 10,65% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 580 567 | 300 543 | 51 632 CHF | 29 742 CHF | 96,09% | 96,09% |
09/07/2024 | 11,09% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 598 455 | 300 000 | 50 988 CHF | 28 561 CHF | 99,65% | 99,65% |
08/07/2024 | 10,41% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 566 481 | 322 717 | 51 614 CHF | 32 797 CHF | 99,84% | 99,84% |
05/07/2024 | 9,67% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 511 736 | 466 792 | 50 331 CHF | 50 935 CHF | 100,00% | 100,00% |
04/07/2024 | 9,17% | 0,11 CHF | 0,12 CHF | 500 000 | 500 000 | 489 584 | 489 584 | 51 024 CHF | 55 920 CHF | 100,00% | 100,00% |
03/07/2024 | 9,54% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 501 339 | 496 428 | 50 043 CHF | 54 553 CHF | 99,25% | 99,25% |