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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 14,36% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 779 669 | 401 559 | 50 389 CHF | 29 970 CHF | 99,59% | 99,59% |
16/07/2024 | 14,15% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 768 756 | 396 878 | 50 498 CHF | 30 040 CHF | 100,00% | 100,00% |
15/07/2024 | 15,06% | 0,06 CHF | 0,07 CHF | 775 000 | 400 000 | 825 806 | 416 936 | 50 718 CHF | 29 786 CHF | 100,00% | 100,00% |
12/07/2024 | 14,86% | 0,06 CHF | 0,07 CHF | 775 000 | 400 000 | 814 786 | 413 262 | 50 756 CHF | 29 891 CHF | 99,67% | 99,67% |
11/07/2024 | 14,63% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 791 469 | 405 039 | 50 139 CHF | 29 726 CHF | 98,47% | 98,47% |
10/07/2024 | 14,30% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 775 808 | 400 269 | 50 386 CHF | 29 999 CHF | 96,10% | 96,10% |
09/07/2024 | 14,33% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 777 457 | 400 819 | 50 368 CHF | 29 976 CHF | 99,67% | 99,67% |
08/07/2024 | 14,48% | 0,07 CHF | 0,08 CHF | 850 000 | 425 000 | 792 981 | 405 994 | 50 816 CHF | 30 084 CHF | 99,84% | 99,84% |
05/07/2024 | 15,70% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 867 604 | 437 517 | 50 936 CHF | 30 052 CHF | 100,00% | 100,00% |
04/07/2024 | 15,73% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 870 065 | 439 121 | 50 958 CHF | 30 099 CHF | 100,00% | 100,00% |