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 | 17,55% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 965 178 | 485 643 | 50 230 CHF | 30 158 CHF | 100,00% | 100,00% |
15/07/2024 | 15,57% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 859 273 | 431 959 | 50 892 CHF | 29 897 CHF | 100,00% | 100,00% |
12/07/2024 | 15,88% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 872 293 | 442 140 | 50 591 CHF | 30 047 CHF | 99,68% | 99,68% |
11/07/2024 | 16,58% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 921 254 | 472 236 | 50 987 CHF | 30 856 CHF | 99,17% | 99,17% |
10/07/2024 | 17,89% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 984 640 | 487 842 | 50 166 CHF | 29 779 CHF | 96,06% | 96,06% |
09/07/2024 | 18,93% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 999 817 | 413 752 | 47 953 CHF | 24 203 CHF | 99,67% | 99,67% |
08/07/2024 | 14,39% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 786 741 | 402 218 | 50 699 CHF | 29 967 CHF | 99,84% | 99,84% |
05/07/2024 | 13,53% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 738 844 | 381 922 | 50 918 CHF | 30 140 CHF | 100,00% | 100,00% |
04/07/2024 | 13,05% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 708 371 | 366 685 | 50 745 CHF | 29 937 CHF | 100,00% | 100,00% |
03/07/2024 | 15,88% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 879 181 | 440 619 | 50 950 CHF | 29 946 CHF | 99,23% | 99,23% |