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 | 11,88% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 630 993 | 327 994 | 49 966 CHF | 29 253 CHF | 100,00% | 100,00% |
15/07/2024 | 11,87% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 634 131 | 329 566 | 50 254 CHF | 29 414 CHF | 100,00% | 100,00% |
12/07/2024 | 11,92% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 632 265 | 329 538 | 49 884 CHF | 29 297 CHF | 98,41% | 98,41% |
11/07/2024 | 13,22% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 713 476 | 370 391 | 50 408 CHF | 29 872 CHF | 99,06% | 99,06% |
10/07/2024 | 12,75% | 0,08 CHF | 0,09 CHF | 725 000 | 375 000 | 690 684 | 357 842 | 50 720 CHF | 29 857 CHF | 99,78% | 99,78% |
09/07/2024 | 11,41% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 613 993 | 315 455 | 50 757 CHF | 29 225 CHF | 100,00% | 100,00% |
08/07/2024 | 12,51% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 675 008 | 350 005 | 50 593 CHF | 29 734 CHF | 98,99% | 98,99% |
05/07/2024 | 12,59% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 679 759 | 352 380 | 50 615 CHF | 29 762 CHF | 100,00% | 100,00% |
04/07/2024 | 12,37% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 662 237 | 344 603 | 50 231 CHF | 29 585 CHF | 98,15% | 98,15% |
03/07/2024 | 11,44% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 612 766 | 312 766 | 50 524 CHF | 28 901 CHF | 100,00% | 100,00% |