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 | 15,35% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 847 700 | 424 304 | 50 992 CHF | 29 768 CHF | 100,00% | 100,00% |
15/07/2024 | 17,47% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 964 176 | 488 059 | 50 399 CHF | 30 408 CHF | 100,00% | 100,00% |
12/07/2024 | 16,92% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 930 991 | 476 996 | 50 377 CHF | 30 590 CHF | 99,67% | 99,67% |
11/07/2024 | 15,70% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 870 121 | 438 414 | 51 075 CHF | 30 107 CHF | 99,14% | 99,14% |
10/07/2024 | 14,37% | 0,06 CHF | 0,07 CHF | 775 000 | 400 000 | 778 253 | 401 084 | 50 278 CHF | 29 925 CHF | 96,08% | 96,08% |
09/07/2024 | 14,29% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 775 000 | 400 000 | 50 347 CHF | 29 985 CHF | 99,67% | 99,67% |
08/07/2024 | 16,12% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 893 007 | 455 471 | 50 947 CHF | 30 532 CHF | 99,84% | 99,84% |
05/07/2024 | 15,81% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 875 840 | 442 227 | 51 015 CHF | 30 167 CHF | 100,00% | 100,00% |
04/07/2024 | 15,82% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 871 641 | 439 501 | 50 777 CHF | 29 989 CHF | 100,00% | 100,00% |
03/07/2024 | 14,19% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 769 433 | 397 217 | 50 394 CHF | 29 988 CHF | 99,25% | 99,25% |