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 | 11,76% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 625 561 | 325 280 | 50 045 CHF | 29 275 CHF | 99,80% | 99,80% |
15/07/2024 | 12,47% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 673 441 | 349 221 | 50 624 CHF | 29 744 CHF | 99,81% | 99,81% |
12/07/2024 | 11,25% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 607 859 | 310 693 | 51 042 CHF | 29 193 CHF | 99,76% | 99,76% |
11/07/2024 | 8,83% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 472 607 | 390 535 | 51 108 CHF | 47 721 CHF | 100,00% | 100,00% |
10/07/2024 | 8,00% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 425 000 | 425 000 | 51 000 CHF | 55 250 CHF | 94,51% | 94,51% |
09/07/2024 | 8,42% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 455 806 | 455 806 | 51 865 CHF | 56 423 CHF | 99,48% | 99,48% |
08/07/2024 | 8,08% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 430 361 | 430 361 | 51 112 CHF | 55 416 CHF | 99,81% | 99,81% |
05/07/2024 | 8,39% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 451 244 | 451 245 | 51 532 CHF | 56 045 CHF | 99,81% | 99,81% |
04/07/2024 | 8,05% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 428 820 | 428 820 | 51 111 CHF | 55 399 CHF | 99,81% | 99,81% |
03/07/2024 | 8,00% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 425 000 | 425 000 | 51 000 CHF | 55 250 CHF | 99,14% | 99,14% |