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 | 15,38% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 849 622 | 424 874 | 50 981 CHF | 29 743 CHF | 100,00% | 100,00% |
15/07/2024 | 15,27% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 842 509 | 422 503 | 50 954 CHF | 29 783 CHF | 100,00% | 100,00% |
12/07/2024 | 15,43% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 846 254 | 424 856 | 50 604 CHF | 29 653 CHF | 99,77% | 99,77% |
11/07/2024 | 15,83% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 875 971 | 442 054 | 50 939 CHF | 30 114 CHF | 100,00% | 100,00% |
10/07/2024 | 16,99% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 941 712 | 480 571 | 50 743 CHF | 30 712 CHF | 94,70% | 94,70% |
09/07/2024 | 16,91% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 938 837 | 479 580 | 50 847 CHF | 30 777 CHF | 99,66% | 99,66% |
08/07/2024 | 16,22% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 898 991 | 457 662 | 50 922 CHF | 30 488 CHF | 100,00% | 100,00% |
05/07/2024 | 15,38% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 849 219 | 424 739 | 50 960 CHF | 29 735 CHF | 100,00% | 100,00% |
04/07/2024 | 15,21% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 838 439 | 421 147 | 50 939 CHF | 29 805 CHF | 100,00% | 100,00% |
03/07/2024 | 15,34% | 0,07 CHF | 0,08 CHF | 850 000 | 425 000 | 850 000 | 425 000 | 51 157 CHF | 29 828 CHF | 99,31% | 99,31% |