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 | 9,50% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 497 044 | 497 044 | 49 825 CHF | 54 795 CHF | 99,39% | 99,39% |
15/07/2024 | 9,87% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 523 917 | 427 388 | 50 421 CHF | 45 900 CHF | 99,39% | 99,39% |
12/07/2024 | 10,54% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 572 635 | 299 516 | 51 453 CHF | 29 910 CHF | 99,06% | 99,06% |
11/07/2024 | 9,39% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 496 190 | 467 880 | 50 389 CHF | 52 520 CHF | 97,94% | 97,94% |
10/07/2024 | 9,55% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 501 026 | 489 951 | 49 961 CHF | 53 799 CHF | 95,49% | 95,49% |
09/07/2024 | 10,64% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 577 804 | 299 622 | 51 407 CHF | 29 663 CHF | 99,04% | 99,04% |
08/07/2024 | 11,37% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 607 929 | 309 403 | 50 444 CHF | 28 755 CHF | 99,24% | 99,24% |
05/07/2024 | 11,86% | 0,09 CHF | 0,10 CHF | 625 000 | 325 000 | 629 489 | 327 443 | 49 916 CHF | 29 237 CHF | 99,39% | 99,39% |
04/07/2024 | 11,15% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 598 425 | 301 212 | 50 684 CHF | 28 521 CHF | 99,39% | 99,39% |
03/07/2024 | 11,85% | 0,08 CHF | 0,09 CHF | 600 000 | 300 000 | 629 035 | 326 270 | 49 943 CHF | 29 155 CHF | 98,62% | 98,62% |