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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 13,14% | 0,07 CHF | 0,08 CHF | 675 000 | 350 000 | 712 618 | 368 808 | 50 691 CHF | 29 923 CHF | 99,46% | 99,46% |
16/07/2024 | 13,43% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 729 627 | 377 314 | 50 673 CHF | 29 978 CHF | 100,00% | 100,00% |
15/07/2024 | 11,92% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 635 222 | 330 111 | 50 114 CHF | 29 345 CHF | 100,00% | 100,00% |
12/07/2024 | 12,43% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 667 430 | 347 215 | 50 358 CHF | 29 670 CHF | 99,67% | 99,67% |
11/07/2024 | 12,83% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 691 537 | 359 453 | 50 430 CHF | 29 809 CHF | 98,78% | 98,78% |
10/07/2024 | 13,29% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 721 650 | 373 325 | 50 690 CHF | 29 959 CHF | 96,11% | 96,11% |
09/07/2024 | 13,93% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 755 664 | 390 332 | 50 484 CHF | 29 981 CHF | 99,65% | 99,65% |
08/07/2024 | 12,58% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 675 937 | 350 469 | 50 354 CHF | 29 616 CHF | 99,84% | 99,84% |
05/07/2024 | 11,18% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 602 291 | 304 895 | 50 879 CHF | 28 800 CHF | 100,00% | 100,00% |
04/07/2024 | 11,75% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 624 774 | 324 774 | 50 039 CHF | 29 259 CHF | 100,00% | 100,00% |