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 | 16,67% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 919 007 | 473 001 | 50 545 CHF | 30 745 CHF | 99,36% | 99,36% |
16/07/2024 | 17,12% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 946 975 | 482 325 | 50 598 CHF | 30 607 CHF | 100,00% | 100,00% |
15/07/2024 | 16,61% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 921 555 | 472 704 | 50 866 CHF | 30 817 CHF | 100,00% | 100,00% |
12/07/2024 | 17,14% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 938 555 | 476 493 | 50 098 CHF | 30 203 CHF | 99,67% | 99,67% |
11/07/2024 | 18,09% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 988 223 | 496 074 | 49 708 CHF | 29 915 CHF | 98,70% | 98,70% |
10/07/2024 | 18,10% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 995 115 | 494 062 | 50 009 CHF | 29 787 CHF | 96,07% | 96,07% |
09/07/2024 | 17,97% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 978 726 | 485 089 | 49 637 CHF | 29 503 CHF | 99,67% | 99,67% |
08/07/2024 | 15,36% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 848 326 | 425 743 | 50 984 CHF | 29 847 CHF | 99,85% | 99,85% |
05/07/2024 | 16,49% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 915 228 | 466 824 | 50 943 CHF | 30 648 CHF | 100,00% | 100,00% |
04/07/2024 | 19,99% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 45 032 CHF | 13 758 CHF | 100,00% | 100,00% |