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 | 9,32% | 0,11 CHF | 0,12 CHF | 900 000 | 300 000 | 925 691 | 325 691 | 94 777 CHF | 36 562 CHF | 99,36% | 99,36% |
15/07/2024 | 8,30% | 0,10 CHF | 0,11 CHF | 900 000 | 300 000 | 911 766 | 311 766 | 105 569 CHF | 39 092 CHF | 94,76% | 94,76% |
12/07/2024 | 8,10% | 0,11 CHF | 0,12 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 106 688 CHF | 38 563 CHF | 99,28% | 99,28% |
11/07/2024 | 8,04% | 0,12 CHF | 0,13 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 107 493 CHF | 38 831 CHF | 98,24% | 98,24% |
10/07/2024 | 10,42% | 0,10 CHF | 0,11 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 91 023 CHF | 40 409 CHF | 99,43% | 99,43% |
09/07/2024 | 11,66% | 0,08 CHF | 0,09 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 80 863 CHF | 36 345 CHF | 99,35% | 99,35% |
08/07/2024 | 11,70% | 0,08 CHF | 0,09 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 80 508 CHF | 36 203 CHF | 98,70% | 98,70% |
05/07/2024 | 12,07% | 0,07 CHF | 0,08 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 979 | 78 066 CHF | 35 305 CHF | 98,77% | 98,77% |
04/07/2024 | 11,76% | 0,08 CHF | 0,09 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 80 000 CHF | 36 000 CHF | 99,38% | 99,38% |
03/07/2024 | 12,05% | 0,07 CHF | 0,08 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 78 160 CHF | 35 264 CHF | 99,27% | 99,27% |