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 | 14,53% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 788 954 | 403 892 | 50 319 CHF | 29 816 CHF | 98,84% | 98,84% |
16/07/2024 | 13,53% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 727 356 | 377 300 | 50 135 CHF | 29 783 CHF | 99,39% | 99,39% |
15/07/2024 | 13,67% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 736 577 | 380 801 | 50 205 CHF | 29 770 CHF | 99,39% | 99,39% |
12/07/2024 | 11,70% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 619 077 | 321 374 | 49 829 CHF | 29 074 CHF | 99,07% | 99,07% |
11/07/2024 | 12,89% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 689 648 | 359 335 | 50 030 CHF | 29 665 CHF | 97,94% | 97,94% |
10/07/2024 | 14,03% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 757 375 | 392 095 | 50 208 CHF | 29 913 CHF | 95,45% | 95,45% |
09/07/2024 | 13,47% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 725 665 | 376 076 | 50 263 CHF | 29 814 CHF | 99,06% | 99,06% |
08/07/2024 | 12,40% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 665 411 | 345 975 | 50 335 CHF | 29 631 CHF | 99,23% | 99,23% |
05/07/2024 | 13,11% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 708 439 | 367 738 | 50 499 CHF | 29 890 CHF | 99,39% | 99,39% |
04/07/2024 | 16,99% | 0,07 CHF | 0,08 CHF | 925 000 | 475 000 | 932 939 | 456 118 | 50 357 CHF | 29 356 CHF | 99,39% | 99,39% |