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 | 10,74% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 580 087 | 301 158 | 51 136 CHF | 29 570 CHF | 99,39% | 99,39% |
15/07/2024 | 10,42% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 558 324 | 342 512 | 50 778 CHF | 34 950 CHF | 99,39% | 99,39% |
12/07/2024 | 10,08% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 539 126 | 386 717 | 50 755 CHF | 40 832 CHF | 99,06% | 99,06% |
11/07/2024 | 11,35% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 602 908 | 313 831 | 50 120 CHF | 29 225 CHF | 97,94% | 97,94% |
10/07/2024 | 12,44% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 666 283 | 346 538 | 50 216 CHF | 29 584 CHF | 95,49% | 95,49% |
09/07/2024 | 10,92% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 587 417 | 300 672 | 50 890 CHF | 29 070 CHF | 99,04% | 99,04% |
08/07/2024 | 10,12% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 541 647 | 382 675 | 50 801 CHF | 40 231 CHF | 99,23% | 99,23% |
05/07/2024 | 9,56% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 500 891 | 489 388 | 49 901 CHF | 53 707 CHF | 99,39% | 99,39% |
04/07/2024 | 10,02% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 534 858 | 399 328 | 50 698 CHF | 42 448 CHF | 99,39% | 99,39% |
03/07/2024 | 10,54% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 572 917 | 299 539 | 51 471 CHF | 29 907 CHF | 98,61% | 98,61% |