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 | 6,00% | 0,17 CHF | 0,18 CHF | 450 000 | 150 000 | 516 785 | 172 262 | 83 199 CHF | 29 456 CHF | 99,17% | 99,17% |
15/07/2024 | 16,66% | 0,05 CHF | 0,06 CHF | 900 000 | 300 000 | 867 637 | 289 212 | 47 994 CHF | 18 890 CHF | 99,17% | 99,17% |
12/07/2024 | 16,83% | 0,05 CHF | 0,06 CHF | 900 000 | 300 000 | 899 156 | 299 719 | 49 289 CHF | 19 427 CHF | 99,16% | 99,16% |
11/07/2024 | 17,80% | 0,06 CHF | 0,07 CHF | 900 000 | 300 000 | 891 712 | 297 237 | 45 737 CHF | 18 218 CHF | 99,17% | 99,17% |
10/07/2024 | 22,00% | 0,04 CHF | 0,05 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 36 568 CHF | 15 189 CHF | 99,16% | 99,16% |
09/07/2024 | 15,96% | 0,05 CHF | 0,06 CHF | 900 000 | 300 000 | 801 883 | 267 294 | 46 325 CHF | 18 115 CHF | 99,16% | 99,16% |
08/07/2024 | 14,44% | 0,07 CHF | 0,08 CHF | 750 000 | 250 000 | 780 354 | 260 118 | 50 441 CHF | 19 415 CHF | 99,15% | 99,15% |
05/07/2024 | 14,43% | 0,06 CHF | 0,07 CHF | 750 000 | 250 000 | 816 606 | 272 202 | 52 503 CHF | 20 223 CHF | 99,14% | 99,14% |
04/07/2024 | 14,88% | 0,07 CHF | 0,08 CHF | 750 000 | 250 000 | 771 552 | 257 184 | 48 146 CHF | 18 621 CHF | 99,17% | 99,17% |
03/07/2024 | 15,92% | 0,06 CHF | 0,07 CHF | 750 000 | 250 000 | 858 443 | 286 148 | 49 775 CHF | 19 453 CHF | 99,15% | 99,15% |