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 | 16,91% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 938 077 | 476 771 | 50 811 CHF | 30 599 CHF | 100,00% | 100,00% |
15/07/2024 | 18,05% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 994 398 | 498 133 | 50 145 CHF | 30 103 CHF | 100,00% | 100,00% |
12/07/2024 | 16,77% | 0,05 CHF | 0,06 CHF | 925 000 | 475 000 | 927 405 | 473 450 | 50 708 CHF | 30 623 CHF | 99,76% | 99,76% |
11/07/2024 | 15,62% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 841 097 | 410 905 | 49 709 CHF | 28 677 CHF | 100,00% | 100,00% |
10/07/2024 | 14,21% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 772 489 | 397 648 | 50 500 CHF | 29 979 CHF | 94,70% | 94,70% |
09/07/2024 | 14,16% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 768 456 | 396 728 | 50 437 CHF | 30 007 CHF | 99,67% | 99,67% |
08/07/2024 | 14,70% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 800 848 | 408 297 | 50 470 CHF | 29 827 CHF | 100,00% | 100,00% |
05/07/2024 | 12,71% | 0,07 CHF | 0,08 CHF | 675 000 | 350 000 | 684 358 | 354 678 | 50 453 CHF | 29 696 CHF | 100,00% | 100,00% |
04/07/2024 | 11,61% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 620 827 | 320 182 | 50 421 CHF | 29 197 CHF | 100,00% | 100,00% |
03/07/2024 | 10,53% | 0,09 CHF | 0,10 CHF | 625 000 | 325 000 | 566 309 | 356 659 | 50 940 CHF | 36 222 CHF | 99,33% | 99,33% |