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 | 14,26% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 775 554 | 399 989 | 50 513 CHF | 30 052 CHF | 100,00% | 100,00% |
15/07/2024 | 12,45% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 670 239 | 347 619 | 50 453 CHF | 29 646 CHF | 100,00% | 100,00% |
12/07/2024 | 12,69% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 683 158 | 355 118 | 50 409 CHF | 29 757 CHF | 99,67% | 99,67% |
11/07/2024 | 13,40% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 723 645 | 375 506 | 50 391 CHF | 29 904 CHF | 98,74% | 98,74% |
10/07/2024 | 14,28% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 774 457 | 399 728 | 50 366 CHF | 29 993 CHF | 96,07% | 96,07% |
09/07/2024 | 14,40% | 0,06 CHF | 0,07 CHF | 775 000 | 400 000 | 778 132 | 401 044 | 50 178 CHF | 29 874 CHF | 99,65% | 99,65% |
08/07/2024 | 12,71% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 686 931 | 355 966 | 50 593 CHF | 29 778 CHF | 99,84% | 99,84% |
05/07/2024 | 12,39% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 666 973 | 345 986 | 50 474 CHF | 29 645 CHF | 100,00% | 100,00% |
04/07/2024 | 12,35% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 665 255 | 345 128 | 50 566 CHF | 29 685 CHF | 100,00% | 100,00% |
03/07/2024 | 13,54% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 736 922 | 380 961 | 50 740 CHF | 30 041 CHF | 99,23% | 99,23% |