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 | 8,83% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 478 641 | 478 641 | 51 864 CHF | 56 651 CHF | 99,38% | 99,38% |
15/07/2024 | 8,71% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 475 000 | 475 000 | 52 190 CHF | 56 940 CHF | 99,38% | 99,38% |
12/07/2024 | 8,84% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 479 468 | 479 468 | 51 886 CHF | 56 681 CHF | 99,06% | 99,06% |
11/07/2024 | 9,52% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 495 191 | 495 190 | 49 531 CHF | 54 483 CHF | 97,73% | 97,73% |
10/07/2024 | 9,61% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 504 033 | 480 430 | 49 900 CHF | 52 574 CHF | 95,50% | 95,50% |
09/07/2024 | 9,88% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 524 083 | 427 189 | 50 359 CHF | 45 910 CHF | 99,05% | 99,05% |
08/07/2024 | 9,52% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 497 851 | 497 851 | 49 785 CHF | 54 764 CHF | 99,23% | 99,23% |
05/07/2024 | 9,40% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 492 966 | 492 966 | 50 021 CHF | 54 951 CHF | 99,38% | 99,38% |
04/07/2024 | 9,52% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 497 462 | 497 462 | 49 743 CHF | 54 717 CHF | 99,39% | 99,39% |
03/07/2024 | 9,70% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 513 375 | 464 333 | 50 349 CHF | 50 546 CHF | 98,64% | 98,64% |