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 | 10,50% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 563 262 | 344 916 | 50 789 CHF | 35 096 CHF | 99,38% | 99,38% |
15/07/2024 | 9,95% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 532 151 | 399 741 | 50 786 CHF | 43 161 CHF | 99,39% | 99,39% |
12/07/2024 | 9,34% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 495 360 | 472 190 | 50 630 CHF | 53 195 CHF | 99,06% | 99,06% |
11/07/2024 | 11,17% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 591 522 | 356 881 | 49 978 CHF | 34 466 CHF | 97,94% | 97,94% |
10/07/2024 | 13,61% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 731 717 | 379 250 | 50 105 CHF | 29 766 CHF | 95,47% | 95,47% |
09/07/2024 | 10,80% | 0,08 CHF | 0,09 CHF | 600 000 | 300 000 | 583 213 | 301 196 | 51 109 CHF | 29 423 CHF | 99,04% | 99,04% |
08/07/2024 | 9,40% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 498 149 | 478 574 | 50 526 CHF | 53 510 CHF | 99,22% | 99,22% |
05/07/2024 | 8,49% | 0,11 CHF | 0,12 CHF | 500 000 | 500 000 | 458 706 | 458 706 | 51 707 CHF | 56 294 CHF | 99,39% | 99,39% |
04/07/2024 | 9,14% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 486 478 | 486 478 | 50 842 CHF | 55 707 CHF | 99,39% | 99,39% |
03/07/2024 | 9,72% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 514 120 | 453 896 | 50 297 CHF | 49 311 CHF | 98,61% | 98,61% |