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 | 9,38% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 495 827 | 495 827 | 50 424 CHF | 55 382 CHF | 100,00% | 100,00% |
15/07/2024 | 8,60% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 467 922 | 467 922 | 52 095 CHF | 56 775 CHF | 100,00% | 100,00% |
12/07/2024 | 8,34% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 447 345 | 447 345 | 51 426 CHF | 55 900 CHF | 99,68% | 99,68% |
11/07/2024 | 8,81% | 0,10 CHF | 0,11 CHF | 475 000 | 475 000 | 475 750 | 475 751 | 51 630 CHF | 56 388 CHF | 98,65% | 98,65% |
10/07/2024 | 9,52% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 501 339 | 493 528 | 50 182 CHF | 54 399 CHF | 96,11% | 96,11% |
09/07/2024 | 9,97% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 533 469 | 410 543 | 50 814 CHF | 43 761 CHF | 99,65% | 99,65% |
08/07/2024 | 7,80% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 419 984 | 419 984 | 51 777 CHF | 55 977 CHF | 99,83% | 99,83% |
05/07/2024 | 7,51% | 0,13 CHF | 0,14 CHF | 425 000 | 425 000 | 406 139 | 406 139 | 52 038 CHF | 56 099 CHF | 100,00% | 100,00% |
04/07/2024 | 7,31% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 396 368 | 396 368 | 52 233 CHF | 56 196 CHF | 100,00% | 100,00% |
03/07/2024 | 8,57% | 0,11 CHF | 0,12 CHF | 500 000 | 500 000 | 468 378 | 463 235 | 52 286 CHF | 56 362 CHF | 99,23% | 99,23% |