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 | 9,99% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 535 379 | 405 657 | 50 895 CHF | 43 202 CHF | 99,41% | 99,41% |
16/07/2024 | 9,51% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 499 353 | 499 353 | 50 002 CHF | 54 995 CHF | 100,00% | 100,00% |
15/07/2024 | 8,82% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 477 613 | 477 613 | 51 802 CHF | 56 578 CHF | 100,00% | 100,00% |
12/07/2024 | 8,62% | 0,11 CHF | 0,12 CHF | 425 000 | 425 000 | 467 975 | 467 975 | 51 964 CHF | 56 644 CHF | 99,66% | 99,66% |
11/07/2024 | 8,73% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 473 696 | 473 696 | 51 926 CHF | 56 663 CHF | 98,51% | 98,51% |
10/07/2024 | 9,24% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 491 078 | 491 078 | 50 728 CHF | 55 639 CHF | 96,10% | 96,10% |
09/07/2024 | 9,49% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 500 770 | 489 197 | 50 287 CHF | 54 124 CHF | 99,65% | 99,65% |
08/07/2024 | 7,95% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 422 906 | 422 906 | 51 066 CHF | 55 295 CHF | 99,85% | 99,85% |
05/07/2024 | 7,84% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 419 795 | 419 795 | 51 437 CHF | 55 635 CHF | 100,00% | 100,00% |
04/07/2024 | 7,42% | 0,13 CHF | 0,14 CHF | 425 000 | 425 000 | 401 033 | 401 033 | 52 090 CHF | 56 100 CHF | 100,00% | 100,00% |