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 | 13,63% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 740 439 | 382 720 | 50 645 CHF | 30 006 CHF | 99,42% | 99,42% |
16/07/2024 | 14,08% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 764 049 | 394 525 | 50 471 CHF | 30 007 CHF | 100,00% | 100,00% |
15/07/2024 | 14,03% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 761 944 | 393 472 | 50 501 CHF | 30 014 CHF | 100,00% | 100,00% |
12/07/2024 | 14,17% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 768 040 | 396 520 | 50 362 CHF | 29 966 CHF | 99,66% | 99,66% |
11/07/2024 | 12,88% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 693 236 | 360 287 | 50 362 CHF | 29 775 CHF | 98,51% | 98,51% |
10/07/2024 | 12,14% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 654 293 | 339 513 | 50 644 CHF | 29 675 CHF | 96,08% | 96,08% |
09/07/2024 | 11,64% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 620 846 | 320 574 | 50 245 CHF | 29 141 CHF | 99,65% | 99,65% |
08/07/2024 | 13,19% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 716 221 | 370 610 | 50 708 CHF | 29 946 CHF | 99,85% | 99,85% |
05/07/2024 | 13,07% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 709 826 | 367 413 | 50 752 CHF | 29 945 CHF | 100,00% | 100,00% |
04/07/2024 | 13,35% | 0,07 CHF | 0,08 CHF | 675 000 | 350 000 | 721 373 | 373 187 | 50 439 CHF | 29 826 CHF | 100,00% | 100,00% |