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 | 15,52% | 0,06 CHF | 0,07 CHF | 880 000 | 880 000 | 379 234 | 379 234 | 23 897 CHF | 27 727 CHF | 99,89% | 99,89% |
15/07/2024 | 14,55% | 0,07 CHF | 0,08 CHF | 880 000 | 880 000 | 388 308 | 388 308 | 25 510 CHF | 29 413 CHF | 99,99% | 99,99% |
12/07/2024 | 12,20% | 0,08 CHF | 0,09 CHF | 880 000 | 880 000 | 361 415 | 361 415 | 28 400 CHF | 32 030 CHF | 99,90% | 99,90% |
11/07/2024 | 15,09% | 0,07 CHF | 0,08 CHF | 880 000 | 880 000 | 388 510 | 388 510 | 25 010 CHF | 28 912 CHF | 100,00% | 100,00% |
10/07/2024 | 17,45% | 0,06 CHF | 0,07 CHF | 880 000 | 880 000 | 388 593 | 388 593 | 21 466 CHF | 25 370 CHF | 100,00% | 100,00% |
09/07/2024 | 20,02% | 0,05 CHF | 0,06 CHF | 880 000 | 880 000 | 387 955 | 387 955 | 18 151 CHF | 22 054 CHF | 100,00% | 100,00% |
08/07/2024 | 21,18% | 0,04 CHF | 0,05 CHF | 880 000 | 880 000 | 388 230 | 388 230 | 16 678 CHF | 20 581 CHF | 100,00% | 100,00% |
05/07/2024 | 19,68% | 0,05 CHF | 0,06 CHF | 880 000 | 880 000 | 388 545 | 388 545 | 17 952 CHF | 21 858 CHF | 99,90% | 99,90% |
04/07/2024 | 18,18% | 0,05 CHF | 0,06 CHF | 350 000 | 350 000 | 280 880 | 280 880 | 14 048 CHF | 16 857 CHF | 100,00% | 100,00% |
03/07/2024 | 19,69% | 0,05 CHF | 0,06 CHF | 880 000 | 880 000 | 388 483 | 388 483 | 18 842 CHF | 22 744 CHF | 100,00% | 100,00% |