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 | 15,13% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 833 430 | 419 477 | 50 901 CHF | 29 824 CHF | 100,00% | 100,00% |
15/07/2024 | 15,03% | 0,07 CHF | 0,08 CHF | 850 000 | 425 000 | 825 800 | 416 933 | 50 829 CHF | 29 843 CHF | 100,00% | 100,00% |
12/07/2024 | 14,52% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 792 128 | 405 709 | 50 580 CHF | 29 973 CHF | 99,98% | 99,98% |
11/07/2024 | 14,39% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 772 450 | 399 661 | 49 821 CHF | 29 775 CHF | 97,83% | 97,83% |
10/07/2024 | 15,35% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 845 765 | 425 692 | 50 867 CHF | 29 861 CHF | 96,17% | 96,17% |
09/07/2024 | 15,92% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 880 643 | 445 807 | 50 899 CHF | 30 211 CHF | 99,64% | 99,64% |
08/07/2024 | 14,01% | 0,06 CHF | 0,07 CHF | 775 000 | 400 000 | 757 777 | 391 388 | 50 316 CHF | 29 903 CHF | 100,00% | 100,00% |
05/07/2024 | 14,00% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 760 766 | 391 974 | 50 538 CHF | 29 966 CHF | 100,00% | 100,00% |
04/07/2024 | 13,32% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 728 878 | 376 939 | 51 070 CHF | 30 180 CHF | 100,00% | 100,00% |
03/07/2024 | 14,34% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 778 519 | 400 975 | 50 386 CHF | 29 964 CHF | 99,32% | 99,32% |