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 | 11,58% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 611 701 | 318 781 | 49 768 CHF | 29 122 CHF | 98,83% | 98,83% |
16/07/2024 | 12,42% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 666 251 | 346 632 | 50 299 CHF | 29 636 CHF | 99,39% | 99,39% |
15/07/2024 | 12,34% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 662 287 | 344 653 | 50 363 CHF | 29 655 CHF | 99,39% | 99,39% |
12/07/2024 | 12,32% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 656 240 | 342 779 | 49 960 CHF | 29 528 CHF | 99,06% | 99,06% |
11/07/2024 | 11,69% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 615 890 | 321 004 | 49 614 CHF | 29 070 CHF | 98,05% | 98,05% |
10/07/2024 | 11,59% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 617 804 | 317 724 | 50 247 CHF | 29 003 CHF | 95,45% | 95,45% |
09/07/2024 | 11,74% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 630 145 | 322 339 | 50 524 CHF | 29 049 CHF | 99,06% | 99,06% |
08/07/2024 | 11,25% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 602 606 | 305 691 | 50 547 CHF | 28 691 CHF | 99,23% | 99,23% |
05/07/2024 | 11,86% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 630 920 | 326 841 | 50 052 CHF | 29 189 CHF | 99,39% | 99,39% |
04/07/2024 | 13,23% | 0,08 CHF | 0,09 CHF | 725 000 | 375 000 | 715 229 | 370 282 | 50 486 CHF | 29 850 CHF | 99,39% | 99,39% |