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 | 15,27% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 838 231 | 427 704 | 50 671 CHF | 30 139 CHF | 100,00% | 100,00% |
15/07/2024 | 11,23% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 605 188 | 317 725 | 50 942 CHF | 29 904 CHF | 100,00% | 100,00% |
12/07/2024 | 9,34% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 495 882 | 492 927 | 50 663 CHF | 55 297 CHF | 99,68% | 99,68% |
11/07/2024 | 11,73% | 0,09 CHF | 0,10 CHF | 625 000 | 325 000 | 625 295 | 324 071 | 50 213 CHF | 29 257 CHF | 98,58% | 98,58% |
10/07/2024 | 13,15% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 714 362 | 369 411 | 50 743 CHF | 29 940 CHF | 96,09% | 96,09% |
09/07/2024 | 13,09% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 706 679 | 365 840 | 50 451 CHF | 29 777 CHF | 99,65% | 99,65% |
08/07/2024 | 11,71% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 626 919 | 325 436 | 50 441 CHF | 29 439 CHF | 99,83% | 99,83% |
05/07/2024 | 9,40% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 504 607 | 457 127 | 51 196 CHF | 51 343 CHF | 100,00% | 100,00% |
04/07/2024 | 10,47% | 0,10 CHF | 0,11 CHF | 575 000 | 300 000 | 571 628 | 316 688 | 51 769 CHF | 32 036 CHF | 100,00% | 100,00% |
03/07/2024 | 10,78% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 586 879 | 300 266 | 51 544 CHF | 29 386 CHF | 99,22% | 99,22% |