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 | 12,41% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 664 470 | 345 835 | 50 203 CHF | 29 589 CHF | 99,38% | 99,38% |
15/07/2024 | 11,91% | 0,07 CHF | 0,08 CHF | 675 000 | 350 000 | 634 562 | 327 404 | 50 119 CHF | 29 118 CHF | 99,39% | 99,39% |
12/07/2024 | 11,41% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 609 957 | 311 827 | 50 423 CHF | 28 880 CHF | 99,06% | 99,06% |
11/07/2024 | 12,90% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 690 682 | 359 835 | 50 082 CHF | 29 694 CHF | 97,93% | 97,93% |
10/07/2024 | 14,96% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 812 110 | 412 414 | 50 216 CHF | 29 637 CHF | 95,48% | 95,48% |
09/07/2024 | 12,78% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 687 419 | 357 072 | 50 343 CHF | 29 723 CHF | 99,06% | 99,06% |
08/07/2024 | 11,42% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 609 107 | 311 147 | 50 286 CHF | 28 786 CHF | 99,22% | 99,22% |
05/07/2024 | 10,68% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 579 197 | 299 817 | 51 336 CHF | 29 584 CHF | 99,39% | 99,39% |
04/07/2024 | 11,32% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 605 248 | 307 795 | 50 452 CHF | 28 723 CHF | 99,39% | 99,39% |
03/07/2024 | 11,79% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 624 117 | 324 155 | 49 820 CHF | 29 113 CHF | 98,63% | 98,63% |