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 | 10,79% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 587 486 | 302 762 | 51 515 CHF | 29 578 CHF | 100,00% | 100,00% |
15/07/2024 | 8,64% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 461 881 | 461 881 | 51 198 CHF | 55 817 CHF | 100,00% | 100,00% |
12/07/2024 | 8,65% | 0,12 CHF | 0,13 CHF | 475 000 | 475 000 | 469 304 | 469 304 | 51 956 CHF | 56 649 CHF | 99,67% | 99,67% |
11/07/2024 | 9,61% | 0,11 CHF | 0,12 CHF | 500 000 | 500 000 | 505 732 | 471 203 | 50 107 CHF | 51 638 CHF | 98,75% | 98,75% |
10/07/2024 | 10,78% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 585 331 | 300 423 | 51 376 CHF | 29 385 CHF | 96,10% | 96,10% |
09/07/2024 | 10,93% | 0,08 CHF | 0,09 CHF | 600 000 | 300 000 | 590 343 | 301 306 | 51 102 CHF | 29 105 CHF | 99,67% | 99,67% |
08/07/2024 | 8,82% | 0,09 CHF | 0,10 CHF | 500 000 | 500 000 | 474 998 | 474 998 | 51 566 CHF | 56 316 CHF | 99,85% | 99,85% |
05/07/2024 | 8,40% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 452 803 | 452 803 | 51 669 CHF | 56 197 CHF | 100,00% | 100,00% |
04/07/2024 | 8,21% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 439 796 | 439 796 | 51 373 CHF | 55 771 CHF | 100,00% | 100,00% |
03/07/2024 | 9,76% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 519 376 | 448 332 | 50 588 CHF | 48 597 CHF | 99,25% | 99,25% |