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 | 15,24% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 831 167 | 418 936 | 50 393 CHF | 29 596 CHF | 99,38% | 99,38% |
15/07/2024 | 15,35% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 839 161 | 426 143 | 50 467 CHF | 29 894 CHF | 99,38% | 99,38% |
12/07/2024 | 17,42% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 948 503 | 482 834 | 49 737 CHF | 30 161 CHF | 99,06% | 99,06% |
11/07/2024 | 16,83% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 923 046 | 474 085 | 50 244 CHF | 30 553 CHF | 98,07% | 98,07% |
10/07/2024 | 15,55% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 856 483 | 430 881 | 50 807 CHF | 29 864 CHF | 95,43% | 95,43% |
09/07/2024 | 15,35% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 845 269 | 423 584 | 50 852 CHF | 29 720 CHF | 99,03% | 99,03% |
08/07/2024 | 14,29% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 772 059 | 399 160 | 50 184 CHF | 29 937 CHF | 99,22% | 99,22% |
05/07/2024 | 13,73% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 741 999 | 384 393 | 50 333 CHF | 29 922 CHF | 99,38% | 99,38% |
04/07/2024 | 13,29% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 719 897 | 373 284 | 50 576 CHF | 29 958 CHF | 99,39% | 99,39% |
03/07/2024 | 12,17% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 650 405 | 337 968 | 50 157 CHF | 29 444 CHF | 98,63% | 98,63% |