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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 11,11% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 599 737 | 300 000 | 51 005 CHF | 28 514 CHF | 99,45% | 99,45% |
16/07/2024 | 11,09% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 599 248 | 300 030 | 51 026 CHF | 28 549 CHF | 100,00% | 100,00% |
15/07/2024 | 11,78% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 627 280 | 326 140 | 50 097 CHF | 29 308 CHF | 100,00% | 100,00% |
12/07/2024 | 11,53% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 612 704 | 315 388 | 50 096 CHF | 28 934 CHF | 99,68% | 99,68% |
11/07/2024 | 11,11% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 599 474 | 300 263 | 50 983 CHF | 28 540 CHF | 99,14% | 99,14% |
10/07/2024 | 10,72% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 582 619 | 301 165 | 51 440 CHF | 29 618 CHF | 96,11% | 96,11% |
09/07/2024 | 10,10% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 542 214 | 387 429 | 50 935 CHF | 40 793 CHF | 99,65% | 99,65% |
08/07/2024 | 10,57% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 573 511 | 318 612 | 51 366 CHF | 31 946 CHF | 99,85% | 99,85% |
05/07/2024 | 11,42% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 612 470 | 312 499 | 50 571 CHF | 28 914 CHF | 100,00% | 100,00% |
04/07/2024 | 10,53% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 575 000 | 300 000 | 51 719 CHF | 29 984 CHF | 100,00% | 100,00% |