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 | 9,26% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 486 829 | 486 669 | 50 186 CHF | 55 034 CHF | 98,88% | 98,88% |
16/07/2024 | 9,67% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 510 896 | 457 358 | 50 276 CHF | 49 986 CHF | 99,39% | 99,39% |
15/07/2024 | 10,16% | 0,09 CHF | 0,10 CHF | 500 000 | 500 000 | 543 961 | 380 450 | 50 789 CHF | 39 890 CHF | 99,39% | 99,39% |
12/07/2024 | 9,65% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 504 446 | 470 992 | 49 737 CHF | 51 436 CHF | 99,06% | 99,06% |
11/07/2024 | 8,43% | 0,10 CHF | 0,11 CHF | 475 000 | 475 000 | 449 616 | 449 616 | 51 128 CHF | 55 624 CHF | 98,09% | 98,09% |
10/07/2024 | 7,89% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 419 252 | 419 252 | 51 026 CHF | 55 219 CHF | 95,50% | 95,50% |
09/07/2024 | 7,45% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 401 841 | 401 841 | 51 934 CHF | 55 952 CHF | 99,05% | 99,05% |
08/07/2024 | 7,56% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 406 039 | 406 039 | 51 723 CHF | 55 784 CHF | 99,24% | 99,24% |
05/07/2024 | 7,82% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 417 108 | 417 108 | 51 254 CHF | 55 425 CHF | 99,39% | 99,39% |
04/07/2024 | 7,57% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 406 775 | 406 775 | 51 694 CHF | 55 762 CHF | 99,39% | 99,39% |