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 | 13,54% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 730 376 | 378 601 | 50 312 CHF | 29 868 CHF | 99,39% | 99,39% |
15/07/2024 | 14,77% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 803 312 | 409 436 | 50 327 CHF | 29 765 CHF | 99,39% | 99,39% |
12/07/2024 | 14,25% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 766 372 | 396 845 | 49 942 CHF | 29 832 CHF | 99,09% | 99,09% |
11/07/2024 | 15,42% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 841 351 | 424 108 | 50 356 CHF | 29 624 CHF | 98,08% | 98,08% |
10/07/2024 | 15,00% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 818 649 | 414 891 | 50 464 CHF | 29 741 CHF | 95,49% | 95,49% |
09/07/2024 | 15,75% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 869 375 | 439 428 | 50 869 CHF | 30 098 CHF | 99,05% | 99,05% |
08/07/2024 | 14,28% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 773 662 | 399 086 | 50 327 CHF | 29 955 CHF | 99,23% | 99,23% |
05/07/2024 | 13,76% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 743 558 | 385 122 | 50 313 CHF | 29 915 CHF | 99,39% | 99,39% |
04/07/2024 | 16,32% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 900 948 | 460 521 | 50 708 CHF | 30 513 CHF | 99,39% | 99,39% |
03/07/2024 | 16,96% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 936 609 | 477 813 | 50 557 CHF | 30 579 CHF | 98,63% | 98,63% |