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 | 15,83% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 874 984 | 441 656 | 50 899 CHF | 30 096 CHF | 100,00% | 100,00% |
15/07/2024 | 15,06% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 826 766 | 417 214 | 50 760 CHF | 29 801 CHF | 100,00% | 100,00% |
12/07/2024 | 13,96% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 756 578 | 390 587 | 50 372 CHF | 29 927 CHF | 99,68% | 99,68% |
11/07/2024 | 12,50% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 670 870 | 347 935 | 50 316 CHF | 29 577 CHF | 99,43% | 99,43% |
10/07/2024 | 12,56% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 677 900 | 351 447 | 50 559 CHF | 29 728 CHF | 96,10% | 96,10% |
09/07/2024 | 12,29% | 0,07 CHF | 0,08 CHF | 675 000 | 350 000 | 657 220 | 340 589 | 50 220 CHF | 29 431 CHF | 99,66% | 99,66% |
08/07/2024 | 10,89% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 586 007 | 322 987 | 50 921 CHF | 31 567 CHF | 99,84% | 99,84% |
05/07/2024 | 11,18% | 0,09 CHF | 0,10 CHF | 625 000 | 325 000 | 604 654 | 304 802 | 51 050 CHF | 28 777 CHF | 100,00% | 100,00% |
04/07/2024 | 12,37% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 668 755 | 346 877 | 50 716 CHF | 29 775 CHF | 100,00% | 100,00% |
03/07/2024 | 12,31% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 662 209 | 343 604 | 50 498 CHF | 29 639 CHF | 99,23% | 99,23% |