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 | 8,24% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 441 365 | 441 362 | 51 369 CHF | 55 783 CHF | 100,00% | 100,00% |
15/07/2024 | 7,74% | 0,11 CHF | 0,12 CHF | 425 000 | 425 000 | 412 541 | 412 542 | 51 279 CHF | 55 404 CHF | 100,00% | 100,00% |
12/07/2024 | 8,04% | 0,11 CHF | 0,12 CHF | 425 000 | 425 000 | 425 211 | 425 209 | 50 750 CHF | 55 002 CHF | 98,43% | 98,43% |
11/07/2024 | 8,40% | 0,11 CHF | 0,12 CHF | 425 000 | 425 000 | 450 086 | 450 085 | 51 314 CHF | 55 814 CHF | 99,23% | 99,23% |
10/07/2024 | 10,01% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 542 707 | 371 998 | 51 482 CHF | 39 809 CHF | 99,78% | 99,78% |
09/07/2024 | 9,72% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 514 667 | 460 880 | 50 330 CHF | 50 071 CHF | 100,00% | 100,00% |
08/07/2024 | 9,52% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 496 598 | 496 598 | 49 660 CHF | 54 626 CHF | 98,98% | 98,98% |
05/07/2024 | 9,83% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 522 309 | 440 518 | 50 495 CHF | 47 411 CHF | 100,00% | 100,00% |
04/07/2024 | 9,57% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 502 104 | 487 516 | 49 963 CHF | 53 488 CHF | 98,16% | 98,16% |
03/07/2024 | 10,72% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 584 745 | 301 665 | 51 656 CHF | 29 673 CHF | 100,00% | 100,00% |