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 | 10,77% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 582 128 | 301 178 | 51 132 CHF | 29 503 CHF | 98,82% | 98,82% |
16/07/2024 | 9,96% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 529 692 | 414 664 | 50 491 CHF | 44 319 CHF | 99,39% | 99,39% |
15/07/2024 | 10,46% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 563 886 | 331 996 | 51 063 CHF | 33 752 CHF | 99,39% | 99,39% |
12/07/2024 | 8,88% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 478 431 | 478 431 | 51 505 CHF | 56 290 CHF | 99,07% | 99,07% |
11/07/2024 | 9,83% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 521 807 | 416 690 | 50 482 CHF | 45 100 CHF | 97,94% | 97,94% |
10/07/2024 | 10,50% | 0,09 CHF | 0,10 CHF | 500 000 | 500 000 | 564 417 | 331 549 | 50 949 CHF | 33 509 CHF | 95,46% | 95,46% |
09/07/2024 | 10,19% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 544 002 | 377 644 | 50 674 CHF | 39 504 CHF | 99,06% | 99,06% |
08/07/2024 | 9,56% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 501 617 | 489 404 | 49 947 CHF | 53 712 CHF | 99,23% | 99,23% |
05/07/2024 | 10,36% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 562 165 | 331 556 | 51 429 CHF | 33 912 CHF | 99,39% | 99,39% |
04/07/2024 | 13,13% | 0,09 CHF | 0,10 CHF | 675 000 | 350 000 | 711 288 | 369 097 | 50 636 CHF | 29 968 CHF | 99,39% | 99,39% |