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 | 10,52% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 569 539 | 324 067 | 51 293 CHF | 32 663 CHF | 99,07% | 99,07% |
15/07/2024 | 11,22% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 605 097 | 304 585 | 50 912 CHF | 28 665 CHF | 99,05% | 99,05% |
12/07/2024 | 11,16% | 0,09 CHF | 0,10 CHF | 625 000 | 325 000 | 601 436 | 304 864 | 50 916 CHF | 28 855 CHF | 98,84% | 98,84% |
11/07/2024 | 12,31% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 661 075 | 342 397 | 50 441 CHF | 29 535 CHF | 97,52% | 97,52% |
10/07/2024 | 12,23% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 656 712 | 340 856 | 50 391 CHF | 29 566 CHF | 95,16% | 95,16% |
09/07/2024 | 12,20% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 655 284 | 340 142 | 50 440 CHF | 29 585 CHF | 98,67% | 98,67% |
08/07/2024 | 11,73% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 621 682 | 322 351 | 49 874 CHF | 29 080 CHF | 98,56% | 98,56% |
05/07/2024 | 11,81% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 629 724 | 327 362 | 50 173 CHF | 29 356 CHF | 99,18% | 99,18% |
04/07/2024 | 11,33% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 608 450 | 308 450 | 50 668 CHF | 28 758 CHF | 99,18% | 99,18% |
03/07/2024 | 12,08% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 646 189 | 335 594 | 50 273 CHF | 29 466 CHF | 98,43% | 98,43% |