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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 12,41% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 666 227 | 345 613 | 50 342 CHF | 29 572 CHF | 99,44% | 99,44% |
16/07/2024 | 12,53% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 676 501 | 350 751 | 50 608 CHF | 29 747 CHF | 100,00% | 100,00% |
15/07/2024 | 11,66% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 618 423 | 318 423 | 49 960 CHF | 28 900 CHF | 100,00% | 100,00% |
12/07/2024 | 11,76% | 0,09 CHF | 0,10 CHF | 625 000 | 325 000 | 623 137 | 324 946 | 49 879 CHF | 29 258 CHF | 99,68% | 99,68% |
11/07/2024 | 12,13% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 649 701 | 337 350 | 50 311 CHF | 29 498 CHF | 98,80% | 98,80% |
10/07/2024 | 12,46% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 671 101 | 348 051 | 50 470 CHF | 29 658 CHF | 96,10% | 96,10% |
09/07/2024 | 13,02% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 706 711 | 365 856 | 50 744 CHF | 29 929 CHF | 99,67% | 99,67% |
08/07/2024 | 11,99% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 638 738 | 331 218 | 50 085 CHF | 29 283 CHF | 99,84% | 99,84% |
05/07/2024 | 10,89% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 590 309 | 303 330 | 51 297 CHF | 29 401 CHF | 100,00% | 100,00% |
04/07/2024 | 11,11% | 0,09 CHF | 0,10 CHF | 625 000 | 325 000 | 601 791 | 301 791 | 51 147 CHF | 28 667 CHF | 100,00% | 100,00% |