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 | 11,67% | 0,09 CHF | 0,10 CHF | 625 000 | 325 000 | 621 580 | 321 580 | 50 166 CHF | 29 164 CHF | 99,07% | 99,07% |
15/07/2024 | 12,32% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 662 565 | 343 632 | 50 455 CHF | 29 605 CHF | 99,04% | 99,04% |
12/07/2024 | 10,63% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 579 080 | 300 000 | 51 593 CHF | 29 737 CHF | 98,83% | 98,83% |
11/07/2024 | 10,51% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 567 362 | 301 051 | 51 134 CHF | 30 150 CHF | 97,60% | 97,60% |
10/07/2024 | 10,53% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 570 944 | 300 888 | 51 385 CHF | 30 089 CHF | 95,12% | 95,12% |
09/07/2024 | 9,79% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 514 694 | 451 324 | 49 983 CHF | 48 775 CHF | 98,67% | 98,67% |
08/07/2024 | 9,37% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 492 029 | 492 028 | 50 116 CHF | 55 037 CHF | 98,59% | 98,59% |
05/07/2024 | 8,03% | 0,11 CHF | 0,12 CHF | 425 000 | 425 000 | 425 000 | 425 000 | 50 801 CHF | 55 051 CHF | 99,17% | 99,17% |
04/07/2024 | 7,94% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 420 846 | 420 846 | 50 937 CHF | 55 146 CHF | 99,17% | 99,17% |
03/07/2024 | 9,38% | 0,13 CHF | 0,14 CHF | 475 000 | 475 000 | 497 387 | 497 387 | 50 654 CHF | 55 627 CHF | 98,45% | 98,45% |