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 | 10,37% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 558 401 | 340 349 | 51 038 CHF | 34 916 CHF | 99,39% | 99,39% |
15/07/2024 | 9,92% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 527 030 | 418 982 | 50 443 CHF | 44 874 CHF | 99,39% | 99,39% |
12/07/2024 | 9,59% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 503 845 | 480 728 | 50 006 CHF | 52 660 CHF | 99,07% | 99,07% |
11/07/2024 | 10,89% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 584 695 | 299 271 | 50 774 CHF | 28 998 CHF | 97,94% | 97,94% |
10/07/2024 | 11,70% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 621 019 | 321 491 | 49 975 CHF | 29 077 CHF | 95,46% | 95,46% |
09/07/2024 | 10,62% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 575 409 | 299 618 | 51 320 CHF | 29 725 CHF | 99,05% | 99,05% |
08/07/2024 | 9,67% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 509 155 | 469 437 | 50 054 CHF | 51 173 CHF | 99,22% | 99,22% |
05/07/2024 | 9,44% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 495 400 | 495 399 | 50 014 CHF | 54 968 CHF | 99,39% | 99,39% |
04/07/2024 | 9,71% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 512 996 | 457 650 | 50 231 CHF | 49 756 CHF | 99,38% | 99,38% |
03/07/2024 | 10,10% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 539 097 | 387 280 | 50 660 CHF | 40 813 CHF | 98,61% | 98,61% |