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 | 10,78% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 578 907 | 322 135 | 50 806 CHF | 31 777 CHF | 98,84% | 98,84% |
16/07/2024 | 9,43% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 496 048 | 487 404 | 50 186 CHF | 54 278 CHF | 99,39% | 99,39% |
15/07/2024 | 8,50% | 0,12 CHF | 0,13 CHF | 475 000 | 475 000 | 459 720 | 459 720 | 51 775 CHF | 56 372 CHF | 99,39% | 99,39% |
12/07/2024 | 9,15% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 482 058 | 482 058 | 50 325 CHF | 55 146 CHF | 99,07% | 99,07% |
11/07/2024 | 10,39% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 560 402 | 326 345 | 51 135 CHF | 33 298 CHF | 98,08% | 98,08% |
10/07/2024 | 10,82% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 584 962 | 302 265 | 51 175 CHF | 29 474 CHF | 95,49% | 95,49% |
09/07/2024 | 11,29% | 0,08 CHF | 0,09 CHF | 600 000 | 300 000 | 603 228 | 305 153 | 50 440 CHF | 28 562 CHF | 99,04% | 99,04% |
08/07/2024 | 10,85% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 587 003 | 299 717 | 51 195 CHF | 29 149 CHF | 99,23% | 99,23% |
05/07/2024 | 9,99% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 532 337 | 406 497 | 50 598 CHF | 43 266 CHF | 99,39% | 99,39% |
04/07/2024 | 10,23% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 550 364 | 358 958 | 50 986 CHF | 37 349 CHF | 99,39% | 99,39% |