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 | 14,39% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 776 973 | 400 865 | 50 115 CHF | 29 869 CHF | 98,86% | 98,86% |
16/07/2024 | 14,87% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 808 645 | 411 464 | 50 346 CHF | 29 746 CHF | 99,39% | 99,39% |
15/07/2024 | 14,79% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 805 937 | 410 967 | 50 487 CHF | 29 866 CHF | 99,39% | 99,39% |
12/07/2024 | 16,34% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 897 488 | 458 871 | 50 462 CHF | 30 377 CHF | 99,07% | 99,07% |
11/07/2024 | 15,13% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 821 194 | 415 845 | 50 190 CHF | 29 582 CHF | 97,94% | 97,94% |
10/07/2024 | 14,20% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 766 197 | 396 503 | 50 122 CHF | 29 908 CHF | 95,46% | 95,46% |
09/07/2024 | 14,02% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 757 430 | 392 088 | 50 239 CHF | 29 927 CHF | 99,06% | 99,06% |
08/07/2024 | 14,33% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 774 708 | 400 073 | 50 177 CHF | 29 916 CHF | 99,23% | 99,23% |
05/07/2024 | 14,10% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 761 387 | 393 418 | 50 210 CHF | 29 882 CHF | 99,39% | 99,39% |
04/07/2024 | 13,48% | 0,08 CHF | 0,09 CHF | 775 000 | 400 000 | 728 281 | 377 594 | 50 385 CHF | 29 902 CHF | 99,39% | 99,39% |