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 | 13,17% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 715 385 | 370 193 | 50 754 CHF | 29 967 CHF | 100,00% | 100,00% |
15/07/2024 | 13,02% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 706 497 | 365 748 | 50 736 CHF | 29 924 CHF | 100,00% | 100,00% |
12/07/2024 | 12,45% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 671 725 | 348 363 | 50 580 CHF | 29 715 CHF | 99,78% | 99,78% |
11/07/2024 | 11,69% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 622 537 | 322 537 | 50 142 CHF | 29 200 CHF | 99,99% | 99,99% |
10/07/2024 | 10,71% | 0,08 CHF | 0,09 CHF | 600 000 | 300 000 | 582 604 | 300 276 | 51 519 CHF | 29 569 CHF | 94,70% | 94,70% |
09/07/2024 | 10,53% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 575 000 | 300 000 | 51 750 CHF | 30 000 CHF | 99,67% | 99,67% |
08/07/2024 | 10,13% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 544 006 | 382 647 | 50 964 CHF | 40 238 CHF | 100,00% | 100,00% |
05/07/2024 | 9,98% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 535 657 | 404 918 | 50 972 CHF | 43 097 CHF | 100,00% | 100,00% |
04/07/2024 | 9,61% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 506 874 | 481 674 | 50 201 CHF | 52 687 CHF | 100,00% | 100,00% |
03/07/2024 | 9,52% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 50 000 CHF | 55 000 CHF | 99,32% | 99,32% |