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 | 10,90% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 587 285 | 301 083 | 50 946 CHF | 29 143 CHF | 99,39% | 99,39% |
15/07/2024 | 10,34% | 0,10 CHF | 0,11 CHF | 575 000 | 300 000 | 558 022 | 335 250 | 51 204 CHF | 34 293 CHF | 99,39% | 99,39% |
12/07/2024 | 9,39% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 493 775 | 493 775 | 50 128 CHF | 55 066 CHF | 99,06% | 99,06% |
11/07/2024 | 10,37% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 557 473 | 352 911 | 50 969 CHF | 36 305 CHF | 98,81% | 98,81% |
10/07/2024 | 9,53% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 498 005 | 498 005 | 49 794 CHF | 54 774 CHF | 95,50% | 95,50% |
09/07/2024 | 8,99% | 0,10 CHF | 0,11 CHF | 475 000 | 475 000 | 479 823 | 479 823 | 51 023 CHF | 55 822 CHF | 99,04% | 99,04% |
08/07/2024 | 8,02% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 427 929 | 427 929 | 51 188 CHF | 55 467 CHF | 99,24% | 99,24% |
05/07/2024 | 7,24% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 391 629 | 391 629 | 52 191 CHF | 56 107 CHF | 99,39% | 99,39% |
04/07/2024 | 8,01% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 425 526 | 425 526 | 50 981 CHF | 55 236 CHF | 99,39% | 99,39% |
03/07/2024 | 7,36% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 397 766 | 397 766 | 52 100 CHF | 56 078 CHF | 98,61% | 98,61% |