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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 13,60% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 734 262 | 380 668 | 50 326 CHF | 29 900 CHF | 99,39% | 99,39% |
16/07/2024 | 14,08% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 765 583 | 394 641 | 50 554 CHF | 30 011 CHF | 100,00% | 100,00% |
15/07/2024 | 13,34% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 726 359 | 375 679 | 50 812 CHF | 30 038 CHF | 100,00% | 100,00% |
12/07/2024 | 14,30% | 0,08 CHF | 0,09 CHF | 725 000 | 375 000 | 774 097 | 398 407 | 50 310 CHF | 29 882 CHF | 99,66% | 99,66% |
11/07/2024 | 15,00% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 824 306 | 416 436 | 50 844 CHF | 29 863 CHF | 99,30% | 99,30% |
10/07/2024 | 15,18% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 833 400 | 419 896 | 50 728 CHF | 29 769 CHF | 96,07% | 96,07% |
09/07/2024 | 15,12% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 830 537 | 423 325 | 50 747 CHF | 30 108 CHF | 99,66% | 99,66% |
08/07/2024 | 12,09% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 646 243 | 334 577 | 50 211 CHF | 29 337 CHF | 99,85% | 99,85% |
05/07/2024 | 13,16% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 716 478 | 370 742 | 50 850 CHF | 30 021 CHF | 100,00% | 100,00% |
04/07/2024 | 16,63% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 921 887 | 472 925 | 50 859 CHF | 30 819 CHF | 100,00% | 100,00% |