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 | 10,57% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 574 617 | 299 604 | 51 466 CHF | 29 836 CHF | 99,39% | 99,39% |
15/07/2024 | 12,15% | 0,08 CHF | 0,09 CHF | 600 000 | 300 000 | 647 527 | 335 897 | 50 048 CHF | 29 313 CHF | 99,39% | 99,39% |
12/07/2024 | 10,60% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 572 255 | 299 148 | 51 146 CHF | 29 734 CHF | 99,07% | 99,07% |
11/07/2024 | 9,58% | 0,09 CHF | 0,10 CHF | 500 000 | 500 000 | 496 713 | 493 795 | 49 382 CHF | 54 040 CHF | 98,18% | 98,18% |
10/07/2024 | 8,70% | 0,10 CHF | 0,11 CHF | 475 000 | 475 000 | 472 179 | 472 179 | 51 917 CHF | 56 639 CHF | 95,48% | 95,48% |
09/07/2024 | 8,56% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 463 249 | 463 249 | 51 819 CHF | 56 452 CHF | 99,06% | 99,06% |
08/07/2024 | 8,88% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 479 353 | 479 353 | 51 637 CHF | 56 431 CHF | 99,22% | 99,22% |
05/07/2024 | 8,88% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 478 706 | 478 706 | 51 592 CHF | 56 379 CHF | 99,39% | 99,39% |
04/07/2024 | 8,04% | 0,11 CHF | 0,12 CHF | 425 000 | 425 000 | 423 832 | 423 832 | 50 628 CHF | 54 866 CHF | 99,38% | 99,38% |
03/07/2024 | 7,99% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 426 193 | 426 193 | 51 240 CHF | 55 502 CHF | 98,63% | 98,63% |