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 | 16,44% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 911 410 | 463 962 | 50 898 CHF | 30 544 CHF | 100,00% | 100,00% |
15/07/2024 | 19,29% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 999 221 | 344 670 | 47 006 CHF | 20 020 CHF | 100,00% | 100,00% |
12/07/2024 | 18,64% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 977 404 | 390 699 | 47 708 CHF | 23 359 CHF | 98,41% | 98,41% |
11/07/2024 | 14,90% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 809 081 | 411 538 | 50 287 CHF | 29 707 CHF | 99,05% | 99,05% |
10/07/2024 | 13,81% | 0,06 CHF | 0,07 CHF | 775 000 | 400 000 | 747 333 | 386 163 | 50 421 CHF | 29 916 CHF | 99,80% | 99,80% |
09/07/2024 | 14,32% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 779 415 | 400 771 | 50 556 CHF | 30 010 CHF | 100,00% | 100,00% |
08/07/2024 | 14,11% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 769 169 | 395 125 | 50 666 CHF | 29 991 CHF | 98,99% | 98,99% |
05/07/2024 | 14,40% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 785 187 | 401 971 | 50 609 CHF | 29 942 CHF | 100,00% | 100,00% |
04/07/2024 | 12,79% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 687 610 | 357 314 | 50 338 CHF | 29 729 CHF | 98,16% | 98,16% |
03/07/2024 | 12,35% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 663 273 | 344 138 | 50 395 CHF | 29 590 CHF | 100,00% | 100,00% |