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 | 15,39% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 845 297 | 423 671 | 50 704 CHF | 29 650 CHF | 99,39% | 99,39% |
15/07/2024 | 16,75% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 921 979 | 472 683 | 50 461 CHF | 30 599 CHF | 99,40% | 99,40% |
12/07/2024 | 17,16% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 941 545 | 480 509 | 50 178 CHF | 30 428 CHF | 99,06% | 99,06% |
11/07/2024 | 15,97% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 871 265 | 442 845 | 50 222 CHF | 29 947 CHF | 98,14% | 98,14% |
10/07/2024 | 15,16% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 829 395 | 418 290 | 50 574 CHF | 29 698 CHF | 95,47% | 95,47% |
09/07/2024 | 14,35% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 777 611 | 400 928 | 50 300 CHF | 29 947 CHF | 99,05% | 99,05% |
08/07/2024 | 15,35% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 844 607 | 423 329 | 50 791 CHF | 29 692 CHF | 99,23% | 99,23% |
05/07/2024 | 14,19% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 764 620 | 395 521 | 50 071 CHF | 29 856 CHF | 99,39% | 99,39% |
04/07/2024 | 14,22% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 763 653 | 395 083 | 49 908 CHF | 29 771 CHF | 99,38% | 99,38% |
03/07/2024 | 13,27% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 717 226 | 371 953 | 50 483 CHF | 29 900 CHF | 98,62% | 98,62% |