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 | 12,98% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 702 497 | 363 749 | 50 593 CHF | 29 835 CHF | 99,38% | 99,38% |
15/07/2024 | 12,54% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 676 051 | 350 525 | 50 523 CHF | 29 701 CHF | 99,39% | 99,39% |
12/07/2024 | 12,70% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 687 155 | 356 078 | 50 685 CHF | 29 826 CHF | 99,08% | 99,08% |
11/07/2024 | 13,37% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 718 888 | 374 109 | 50 161 CHF | 29 845 CHF | 97,73% | 97,73% |
10/07/2024 | 14,17% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 767 663 | 397 158 | 50 366 CHF | 30 029 CHF | 95,50% | 95,50% |
09/07/2024 | 14,62% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 789 765 | 404 825 | 50 071 CHF | 29 729 CHF | 99,06% | 99,06% |
08/07/2024 | 13,39% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 723 849 | 375 389 | 50 468 CHF | 29 922 CHF | 99,23% | 99,23% |
05/07/2024 | 13,02% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 702 383 | 364 844 | 50 426 CHF | 29 840 CHF | 99,39% | 99,39% |
04/07/2024 | 14,19% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 763 815 | 395 547 | 50 020 CHF | 29 858 CHF | 99,39% | 99,39% |
03/07/2024 | 14,16% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 770 438 | 396 596 | 50 551 CHF | 29 993 CHF | 98,65% | 98,65% |