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 | 15,19% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 836 408 | 421 845 | 50 866 CHF | 29 884 CHF | 100,00% | 100,00% |
15/07/2024 | 13,00% | 0,08 CHF | 0,09 CHF | 725 000 | 375 000 | 706 152 | 365 576 | 50 810 CHF | 29 962 CHF | 100,00% | 100,00% |
12/07/2024 | 12,58% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 673 676 | 350 473 | 50 198 CHF | 29 617 CHF | 99,68% | 99,68% |
11/07/2024 | 13,65% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 739 048 | 381 659 | 50 459 CHF | 29 877 CHF | 99,42% | 99,42% |
10/07/2024 | 15,02% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 823 723 | 418 842 | 50 725 CHF | 29 990 CHF | 96,06% | 96,06% |
09/07/2024 | 15,83% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 872 367 | 445 681 | 50 743 CHF | 30 381 CHF | 99,66% | 99,66% |
08/07/2024 | 10,52% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 563 079 | 387 761 | 50 765 CHF | 40 135 CHF | 99,84% | 99,84% |
05/07/2024 | 9,69% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 512 498 | 466 669 | 50 322 CHF | 50 814 CHF | 100,00% | 100,00% |
04/07/2024 | 9,36% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 500 892 | 470 896 | 51 049 CHF | 53 056 CHF | 100,00% | 100,00% |
03/07/2024 | 11,91% | 0,08 CHF | 0,09 CHF | 725 000 | 375 000 | 648 271 | 332 834 | 51 189 CHF | 29 591 CHF | 99,23% | 99,23% |