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 | 12,40% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 665 839 | 346 457 | 50 354 CHF | 29 665 CHF | 99,40% | 99,40% |
16/07/2024 | 12,07% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 645 233 | 335 116 | 50 220 CHF | 29 435 CHF | 100,00% | 100,00% |
15/07/2024 | 12,45% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 671 276 | 348 138 | 50 589 CHF | 29 718 CHF | 100,00% | 100,00% |
12/07/2024 | 12,11% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 646 002 | 336 475 | 50 084 CHF | 29 455 CHF | 99,67% | 99,67% |
11/07/2024 | 11,34% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 605 583 | 308 731 | 50 392 CHF | 28 762 CHF | 98,70% | 98,70% |
10/07/2024 | 10,91% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 590 994 | 301 085 | 51 249 CHF | 29 131 CHF | 96,08% | 96,08% |
09/07/2024 | 11,06% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 596 438 | 305 515 | 50 983 CHF | 29 176 CHF | 99,66% | 99,66% |
08/07/2024 | 12,53% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 675 413 | 350 178 | 50 518 CHF | 29 694 CHF | 99,85% | 99,85% |
05/07/2024 | 11,18% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 602 200 | 304 717 | 50 872 CHF | 28 786 CHF | 100,00% | 100,00% |
04/07/2024 | 9,52% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 499 891 | 499 891 | 49 989 CHF | 54 988 CHF | 100,00% | 100,00% |