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 | 8,91% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 479 734 | 479 734 | 51 461 CHF | 56 258 CHF | 99,38% | 99,38% |
15/07/2024 | 8,13% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 432 475 | 432 475 | 51 103 CHF | 55 428 CHF | 99,39% | 99,39% |
12/07/2024 | 7,03% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 380 948 | 380 948 | 52 294 CHF | 56 103 CHF | 99,05% | 99,05% |
11/07/2024 | 7,40% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 397 403 | 397 403 | 51 701 CHF | 55 675 CHF | 96,01% | 96,01% |
10/07/2024 | 7,80% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 416 416 | 416 415 | 51 315 CHF | 55 480 CHF | 95,45% | 95,45% |
09/07/2024 | 7,71% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 411 630 | 411 630 | 51 387 CHF | 55 503 CHF | 99,03% | 99,03% |
08/07/2024 | 8,01% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 424 987 | 424 987 | 50 954 CHF | 55 204 CHF | 99,22% | 99,22% |
05/07/2024 | 8,01% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 424 889 | 424 889 | 50 891 CHF | 55 139 CHF | 99,38% | 99,38% |
04/07/2024 | 8,76% | 0,12 CHF | 0,13 CHF | 475 000 | 475 000 | 476 054 | 476 054 | 51 974 CHF | 56 735 CHF | 99,39% | 99,39% |
03/07/2024 | 10,77% | 0,11 CHF | 0,12 CHF | 500 000 | 500 000 | 578 261 | 341 023 | 50 848 CHF | 34 053 CHF | 98,61% | 98,61% |