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 | 15,98% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 886 964 | 449 643 | 51 083 CHF | 30 382 CHF | 100,00% | 100,00% |
15/07/2024 | 17,61% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 964 532 | 469 942 | 50 035 CHF | 29 205 CHF | 100,00% | 100,00% |
12/07/2024 | 16,60% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 911 111 | 461 922 | 50 380 CHF | 30 161 CHF | 99,68% | 99,68% |
11/07/2024 | 14,08% | 0,06 CHF | 0,07 CHF | 775 000 | 400 000 | 757 723 | 391 334 | 50 070 CHF | 29 778 CHF | 98,42% | 98,42% |
10/07/2024 | 12,44% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 669 807 | 346 755 | 50 493 CHF | 29 604 CHF | 96,11% | 96,11% |
09/07/2024 | 12,21% | 0,09 CHF | 0,10 CHF | 625 000 | 325 000 | 660 507 | 342 626 | 50 799 CHF | 29 778 CHF | 99,66% | 99,66% |
08/07/2024 | 13,18% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 714 929 | 369 964 | 50 672 CHF | 29 923 CHF | 99,84% | 99,84% |
05/07/2024 | 13,40% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 725 046 | 375 023 | 50 462 CHF | 29 855 CHF | 100,00% | 100,00% |
04/07/2024 | 13,23% | 0,07 CHF | 0,08 CHF | 675 000 | 350 000 | 713 872 | 369 436 | 50 408 CHF | 29 782 CHF | 100,00% | 100,00% |
03/07/2024 | 12,35% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 664 307 | 342 726 | 50 467 CHF | 29 450 CHF | 99,17% | 99,17% |