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 | 10,86% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 587 929 | 300 000 | 51 203 CHF | 29 139 CHF | 100,00% | 100,00% |
15/07/2024 | 11,16% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 602 084 | 302 084 | 50 924 CHF | 28 568 CHF | 100,00% | 100,00% |
12/07/2024 | 10,97% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 590 785 | 299 550 | 50 903 CHF | 28 819 CHF | 99,69% | 99,69% |
11/07/2024 | 10,53% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 572 026 | 299 473 | 51 482 CHF | 29 947 CHF | 98,79% | 98,79% |
10/07/2024 | 10,76% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 585 027 | 300 000 | 51 434 CHF | 29 390 CHF | 96,09% | 96,09% |
09/07/2024 | 11,15% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 601 352 | 307 037 | 50 940 CHF | 29 080 CHF | 99,67% | 99,67% |
08/07/2024 | 12,30% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 660 995 | 342 998 | 50 446 CHF | 29 608 CHF | 99,85% | 99,85% |
05/07/2024 | 12,50% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 675 447 | 350 224 | 50 640 CHF | 29 760 CHF | 100,00% | 100,00% |
04/07/2024 | 11,76% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 625 000 | 325 000 | 50 000 CHF | 29 250 CHF | 100,00% | 100,00% |
03/07/2024 | 11,30% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 604 977 | 314 527 | 50 518 CHF | 29 433 CHF | 99,25% | 99,25% |