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 | 15,20% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 831 987 | 419 158 | 50 587 CHF | 29 686 CHF | 98,87% | 98,87% |
16/07/2024 | 14,11% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 762 453 | 394 480 | 50 224 CHF | 29 934 CHF | 99,39% | 99,39% |
15/07/2024 | 16,15% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 888 129 | 452 227 | 50 557 CHF | 30 251 CHF | 99,39% | 99,39% |
12/07/2024 | 15,63% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 834 146 | 422 276 | 49 065 CHF | 29 057 CHF | 99,08% | 99,08% |
11/07/2024 | 15,06% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 807 273 | 408 640 | 49 525 CHF | 29 165 CHF | 98,68% | 98,68% |
10/07/2024 | 16,63% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 908 430 | 459 121 | 50 092 CHF | 29 917 CHF | 95,48% | 95,48% |
09/07/2024 | 17,10% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 920 942 | 460 658 | 49 192 CHF | 29 258 CHF | 99,05% | 99,05% |
08/07/2024 | 14,06% | 0,07 CHF | 0,08 CHF | 850 000 | 425 000 | 762 643 | 393 476 | 50 406 CHF | 29 948 CHF | 99,23% | 99,23% |
05/07/2024 | 12,95% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 701 834 | 363 453 | 50 710 CHF | 29 900 CHF | 96,23% | 96,23% |
04/07/2024 | 22,30% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 994 903 | 250 000 | 39 665 CHF | 12 467 CHF | 99,39% | 99,39% |