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 | 9,53% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 499 708 | 492 068 | 49 922 CHF | 54 099 CHF | 98,85% | 98,85% |
16/07/2024 | 10,99% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 595 015 | 300 000 | 51 165 CHF | 28 806 CHF | 99,39% | 99,39% |
15/07/2024 | 11,51% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 615 743 | 315 743 | 50 423 CHF | 29 001 CHF | 99,39% | 99,39% |
12/07/2024 | 11,90% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 636 848 | 329 742 | 50 320 CHF | 29 347 CHF | 99,06% | 99,06% |
11/07/2024 | 11,79% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 620 783 | 324 262 | 49 574 CHF | 29 137 CHF | 85,70% | 85,70% |
10/07/2024 | 11,84% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 627 443 | 327 252 | 49 855 CHF | 29 276 CHF | 95,44% | 95,44% |
09/07/2024 | 11,97% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 635 901 | 331 058 | 49 955 CHF | 29 319 CHF | 99,06% | 99,06% |
08/07/2024 | 11,49% | 0,09 CHF | 0,10 CHF | 625 000 | 325 000 | 612 819 | 314 605 | 50 297 CHF | 28 959 CHF | 99,23% | 99,23% |
05/07/2024 | 11,91% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 631 579 | 329 014 | 49 879 CHF | 29 274 CHF | 99,39% | 99,39% |
04/07/2024 | 12,48% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 670 093 | 348 631 | 50 336 CHF | 29 675 CHF | 99,39% | 99,39% |