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 | 14,73% | 0,08 CHF | 0,09 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 57 098 CHF | 22 033 CHF | 99,14% | 99,14% |
15/07/2024 | 13,32% | 0,07 CHF | 0,08 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 63 057 CHF | 24 019 CHF | 99,56% | 99,56% |
12/07/2024 | 13,44% | 0,08 CHF | 0,09 CHF | 900 000 | 300 000 | 905 714 | 305 714 | 63 139 CHF | 24 332 CHF | 97,76% | 97,76% |
11/07/2024 | 16,63% | 0,06 CHF | 0,07 CHF | 1 000 000 | 400 000 | 999 372 | 399 372 | 55 509 CHF | 26 175 CHF | 99,43% | 99,43% |
10/07/2024 | 18,30% | 0,05 CHF | 0,06 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 49 706 CHF | 23 883 CHF | 94,58% | 94,58% |
09/07/2024 | 15,81% | 0,06 CHF | 0,07 CHF | 1 000 000 | 400 000 | 999 584 | 399 584 | 58 453 CHF | 27 362 CHF | 99,14% | 99,14% |
08/07/2024 | 13,83% | 0,06 CHF | 0,07 CHF | 1 000 000 | 400 000 | 916 440 | 316 440 | 61 851 CHF | 24 427 CHF | 98,87% | 98,87% |
05/07/2024 | 14,00% | 0,06 CHF | 0,07 CHF | 1 000 000 | 400 000 | 916 679 | 316 679 | 61 070 CHF | 24 191 CHF | 99,53% | 99,53% |
04/07/2024 | 13,36% | 0,07 CHF | 0,08 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 62 881 CHF | 23 960 CHF | 99,58% | 99,58% |
03/07/2024 | 14,94% | 0,07 CHF | 0,08 CHF | 900 000 | 300 000 | 903 821 | 303 821 | 56 194 CHF | 21 922 CHF | 99,51% | 99,51% |