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 | 16,71% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 922 275 | 467 197 | 50 580 CHF | 30 300 CHF | 100,00% | 100,00% |
15/07/2024 | 13,02% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 705 839 | 365 106 | 50 721 CHF | 29 893 CHF | 100,00% | 100,00% |
12/07/2024 | 10,95% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 594 564 | 300 991 | 51 339 CHF | 29 011 CHF | 99,67% | 99,67% |
11/07/2024 | 13,48% | 0,08 CHF | 0,09 CHF | 725 000 | 375 000 | 728 759 | 378 050 | 50 413 CHF | 29 934 CHF | 98,58% | 98,58% |
10/07/2024 | 14,54% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 791 984 | 405 420 | 50 525 CHF | 29 932 CHF | 96,09% | 96,09% |
09/07/2024 | 14,62% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 796 691 | 407 230 | 50 512 CHF | 29 904 CHF | 99,66% | 99,66% |
08/07/2024 | 13,40% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 725 004 | 375 002 | 50 489 CHF | 29 867 CHF | 99,83% | 99,83% |
05/07/2024 | 11,34% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 610 153 | 310 414 | 50 763 CHF | 28 918 CHF | 100,00% | 100,00% |
04/07/2024 | 12,18% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 653 932 | 339 466 | 50 436 CHF | 29 578 CHF | 100,00% | 100,00% |
03/07/2024 | 12,55% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 677 313 | 351 156 | 50 590 CHF | 29 741 CHF | 99,23% | 99,23% |