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 | 14,26% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 770 846 | 397 923 | 50 200 CHF | 29 894 CHF | 99,39% | 99,39% |
15/07/2024 | 12,23% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 654 704 | 339 557 | 50 267 CHF | 29 467 CHF | 99,39% | 99,39% |
12/07/2024 | 11,47% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 613 276 | 313 275 | 50 431 CHF | 28 882 CHF | 99,08% | 99,08% |
11/07/2024 | 12,60% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 676 117 | 351 518 | 50 292 CHF | 29 660 CHF | 98,83% | 98,83% |
10/07/2024 | 12,70% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 682 755 | 354 934 | 50 340 CHF | 29 721 CHF | 95,47% | 95,47% |
09/07/2024 | 12,41% | 0,08 CHF | 0,09 CHF | 725 000 | 375 000 | 666 908 | 346 584 | 50 405 CHF | 29 660 CHF | 99,04% | 99,04% |
08/07/2024 | 11,52% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 612 247 | 314 452 | 50 088 CHF | 28 855 CHF | 99,23% | 99,23% |
05/07/2024 | 10,57% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 571 600 | 314 656 | 51 202 CHF | 31 498 CHF | 99,39% | 99,39% |
04/07/2024 | 11,24% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 601 084 | 304 063 | 50 488 CHF | 28 574 CHF | 99,39% | 99,39% |
03/07/2024 | 11,08% | 0,08 CHF | 0,09 CHF | 600 000 | 300 000 | 597 954 | 303 244 | 51 013 CHF | 28 907 CHF | 98,62% | 98,62% |