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 | 12,37% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 663 765 | 344 384 | 50 342 CHF | 29 564 CHF | 100,00% | 100,00% |
15/07/2024 | 12,94% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 700 084 | 362 473 | 50 611 CHF | 29 830 CHF | 100,00% | 100,00% |
12/07/2024 | 11,36% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 603 402 | 308 361 | 50 137 CHF | 28 686 CHF | 98,42% | 98,42% |
11/07/2024 | 11,80% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 624 671 | 325 616 | 49 811 CHF | 29 220 CHF | 99,24% | 99,24% |
10/07/2024 | 12,40% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 667 440 | 346 159 | 50 488 CHF | 29 647 CHF | 99,78% | 99,78% |
09/07/2024 | 11,69% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 624 769 | 322 569 | 50 339 CHF | 29 207 CHF | 100,00% | 100,00% |
08/07/2024 | 12,48% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 665 967 | 347 020 | 50 031 CHF | 29 537 CHF | 98,99% | 98,99% |
05/07/2024 | 12,54% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 677 032 | 351 021 | 50 590 CHF | 29 741 CHF | 100,00% | 100,00% |
04/07/2024 | 12,65% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 680 208 | 353 449 | 50 377 CHF | 29 709 CHF | 98,17% | 98,17% |
03/07/2024 | 11,30% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 605 923 | 313 422 | 50 631 CHF | 29 331 CHF | 100,00% | 100,00% |