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 | 16,21% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 898 852 | 456 231 | 50 972 CHF | 30 425 CHF | 100,00% | 100,00% |
15/07/2024 | 15,38% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 843 971 | 432 404 | 50 619 CHF | 30 263 CHF | 100,00% | 100,00% |
12/07/2024 | 14,25% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 759 768 | 393 883 | 49 522 CHF | 29 617 CHF | 98,45% | 98,45% |
11/07/2024 | 13,85% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 747 578 | 387 430 | 50 234 CHF | 29 913 CHF | 99,30% | 99,30% |
10/07/2024 | 15,61% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 862 511 | 433 346 | 50 967 CHF | 29 933 CHF | 99,77% | 99,77% |
09/07/2024 | 14,18% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 770 763 | 394 649 | 50 507 CHF | 29 839 CHF | 100,00% | 100,00% |
08/07/2024 | 13,45% | 0,07 CHF | 0,08 CHF | 675 000 | 350 000 | 725 040 | 374 660 | 50 315 CHF | 29 753 CHF | 98,97% | 98,97% |
05/07/2024 | 14,72% | 0,07 CHF | 0,08 CHF | 850 000 | 425 000 | 812 975 | 410 921 | 51 146 CHF | 29 982 CHF | 100,00% | 100,00% |
04/07/2024 | 16,75% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 916 597 | 459 506 | 50 223 CHF | 29 808 CHF | 98,15% | 98,15% |
03/07/2024 | 18,67% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 993 845 | 413 972 | 48 415 CHF | 24 611 CHF | 100,00% | 100,00% |