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 | 11,13% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 596 383 | 301 109 | 50 632 CHF | 28 575 CHF | 98,83% | 98,83% |
16/07/2024 | 9,55% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 506 566 | 482 491 | 50 487 CHF | 52 980 CHF | 99,39% | 99,39% |
15/07/2024 | 9,22% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 490 277 | 490 277 | 50 780 CHF | 55 683 CHF | 99,38% | 99,38% |
12/07/2024 | 8,89% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 480 693 | 480 693 | 51 738 CHF | 56 545 CHF | 99,07% | 99,07% |
11/07/2024 | 8,83% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 474 928 | 474 927 | 51 437 CHF | 56 186 CHF | 97,77% | 97,77% |
10/07/2024 | 8,87% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 478 116 | 478 115 | 51 576 CHF | 56 357 CHF | 95,46% | 95,46% |
09/07/2024 | 8,80% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 475 625 | 475 625 | 51 706 CHF | 56 462 CHF | 99,05% | 99,05% |
08/07/2024 | 8,92% | 0,10 CHF | 0,11 CHF | 475 000 | 475 000 | 479 144 | 479 143 | 51 374 CHF | 56 165 CHF | 99,23% | 99,23% |
05/07/2024 | 8,55% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 462 751 | 462 751 | 51 790 CHF | 56 417 CHF | 99,39% | 99,39% |
04/07/2024 | 8,00% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 425 000 | 425 000 | 51 000 CHF | 55 250 CHF | 99,39% | 99,39% |