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 | 12,93% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 699 406 | 363 180 | 50 636 CHF | 29 924 CHF | 99,39% | 99,39% |
15/07/2024 | 12,05% | 0,09 CHF | 0,10 CHF | 625 000 | 325 000 | 642 641 | 334 808 | 50 089 CHF | 29 447 CHF | 99,39% | 99,39% |
12/07/2024 | 12,86% | 0,08 CHF | 0,09 CHF | 725 000 | 375 000 | 690 236 | 359 744 | 50 243 CHF | 29 783 CHF | 99,09% | 99,09% |
11/07/2024 | 12,02% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 641 493 | 333 957 | 50 144 CHF | 29 444 CHF | 98,83% | 98,83% |
10/07/2024 | 11,90% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 631 462 | 328 940 | 49 917 CHF | 29 294 CHF | 95,49% | 95,49% |
09/07/2024 | 11,21% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 601 089 | 303 068 | 50 655 CHF | 28 562 CHF | 99,05% | 99,05% |
08/07/2024 | 11,93% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 634 925 | 330 609 | 50 034 CHF | 29 361 CHF | 99,23% | 99,23% |
05/07/2024 | 12,09% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 644 103 | 334 683 | 50 034 CHF | 29 340 CHF | 99,39% | 99,39% |
04/07/2024 | 11,02% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 593 127 | 299 625 | 50 861 CHF | 28 697 CHF | 99,39% | 99,39% |
03/07/2024 | 10,63% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 577 359 | 299 591 | 51 434 CHF | 29 695 CHF | 98,64% | 98,64% |