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 | 15,50% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 851 747 | 430 515 | 50 693 CHF | 29 925 CHF | 99,39% | 99,39% |
15/07/2024 | 14,45% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 782 600 | 402 749 | 50 251 CHF | 29 896 CHF | 99,39% | 99,39% |
12/07/2024 | 16,53% | 0,07 CHF | 0,08 CHF | 850 000 | 425 000 | 903 925 | 463 808 | 50 190 CHF | 30 383 CHF | 99,09% | 99,09% |
11/07/2024 | 16,69% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 911 345 | 468 113 | 50 078 CHF | 30 403 CHF | 98,10% | 98,10% |
10/07/2024 | 17,66% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 968 247 | 487 823 | 50 014 CHF | 30 090 CHF | 95,48% | 95,48% |
09/07/2024 | 17,47% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 940 285 | 439 407 | 49 301 CHF | 27 689 CHF | 99,06% | 99,06% |
08/07/2024 | 16,70% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 922 650 | 473 952 | 50 641 CHF | 30 754 CHF | 99,22% | 99,22% |
05/07/2024 | 16,01% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 880 944 | 446 516 | 50 622 CHF | 30 113 CHF | 99,39% | 99,39% |
04/07/2024 | 18,18% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 994 525 | 498 175 | 49 726 CHF | 29 891 CHF | 99,39% | 99,39% |
03/07/2024 | 20,26% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 993 953 | 317 731 | 44 376 CHF | 17 713 CHF | 98,63% | 98,63% |