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 | 14,19% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 767 767 | 396 383 | 50 276 CHF | 29 921 CHF | 100,00% | 100,00% |
15/07/2024 | 13,99% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 760 935 | 392 024 | 50 583 CHF | 29 987 CHF | 100,00% | 100,00% |
12/07/2024 | 13,65% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 737 398 | 382 247 | 50 356 CHF | 29 923 CHF | 99,69% | 99,69% |
11/07/2024 | 14,07% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 763 825 | 394 282 | 50 503 CHF | 30 013 CHF | 99,21% | 99,21% |
10/07/2024 | 14,55% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 792 896 | 405 785 | 50 537 CHF | 29 934 CHF | 96,10% | 96,10% |
09/07/2024 | 15,40% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 845 713 | 427 149 | 50 683 CHF | 29 872 CHF | 99,66% | 99,66% |
08/07/2024 | 11,56% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 619 935 | 318 686 | 50 551 CHF | 29 161 CHF | 99,84% | 99,84% |
05/07/2024 | 10,58% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 576 823 | 302 080 | 51 642 CHF | 30 076 CHF | 100,00% | 100,00% |
04/07/2024 | 9,86% | 0,10 CHF | 0,11 CHF | 575 000 | 300 000 | 529 992 | 420 977 | 51 083 CHF | 45 282 CHF | 100,00% | 100,00% |
03/07/2024 | 11,82% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 638 841 | 329 332 | 50 830 CHF | 29 489 CHF | 99,25% | 99,25% |