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 | 6,43% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 349 941 | 348 311 | 52 622 CHF | 55 891 CHF | 100,00% | 100,00% |
15/07/2024 | 13,50% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 731 283 | 378 013 | 50 502 CHF | 29 890 CHF | 100,00% | 100,00% |
12/07/2024 | 13,69% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 731 898 | 379 223 | 49 872 CHF | 29 636 CHF | 98,45% | 98,45% |
11/07/2024 | 15,14% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 827 109 | 418 512 | 50 503 CHF | 29 748 CHF | 99,26% | 99,26% |
10/07/2024 | 17,38% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 959 321 | 483 213 | 50 413 CHF | 30 251 CHF | 99,80% | 99,80% |
09/07/2024 | 14,14% | 0,06 CHF | 0,07 CHF | 775 000 | 400 000 | 767 188 | 394 035 | 50 431 CHF | 29 856 CHF | 100,00% | 100,00% |
08/07/2024 | 13,37% | 0,07 CHF | 0,08 CHF | 675 000 | 350 000 | 714 929 | 371 472 | 49 951 CHF | 29 659 CHF | 98,98% | 98,98% |
05/07/2024 | 13,75% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 745 818 | 385 408 | 50 533 CHF | 29 969 CHF | 100,00% | 100,00% |
04/07/2024 | 13,69% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 743 645 | 385 129 | 50 623 CHF | 30 067 CHF | 98,15% | 98,15% |
03/07/2024 | 14,31% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 779 874 | 400 876 | 50 590 CHF | 30 023 CHF | 100,00% | 100,00% |