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 | 9,63% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 507 104 | 472 483 | 50 136 CHF | 51 595 CHF | 99,41% | 99,41% |
16/07/2024 | 9,93% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 532 129 | 414 359 | 50 917 CHF | 44 221 CHF | 100,00% | 100,00% |
15/07/2024 | 9,29% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 494 530 | 485 551 | 50 814 CHF | 54 835 CHF | 100,00% | 100,00% |
12/07/2024 | 9,98% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 534 403 | 391 706 | 50 891 CHF | 41 909 CHF | 99,68% | 99,68% |
11/07/2024 | 10,55% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 570 547 | 305 716 | 51 260 CHF | 30 568 CHF | 98,71% | 98,71% |
10/07/2024 | 10,49% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 568 987 | 334 850 | 51 369 CHF | 33 967 CHF | 96,07% | 96,07% |
09/07/2024 | 10,46% | 0,08 CHF | 0,09 CHF | 600 000 | 300 000 | 559 981 | 370 863 | 50 725 CHF | 38 036 CHF | 99,65% | 99,65% |
08/07/2024 | 7,79% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 416 602 | 416 602 | 51 404 CHF | 55 570 CHF | 99,84% | 99,84% |
05/07/2024 | 8,54% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 463 034 | 461 819 | 51 919 CHF | 56 410 CHF | 100,00% | 100,00% |
04/07/2024 | 11,19% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 603 764 | 304 282 | 50 929 CHF | 28 703 CHF | 100,00% | 100,00% |