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 | 12,50% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 675 000 | 350 000 | 50 625 CHF | 29 750 CHF | 99,80% | 99,80% |
15/07/2024 | 12,50% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 675 000 | 350 000 | 50 625 CHF | 29 750 CHF | 99,81% | 99,81% |
12/07/2024 | 13,06% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 710 169 | 367 585 | 50 831 CHF | 29 987 CHF | 99,76% | 99,76% |
11/07/2024 | 14,53% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 799 506 | 403 619 | 50 983 CHF | 29 814 CHF | 100,00% | 100,00% |
10/07/2024 | 15,27% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 842 647 | 422 549 | 50 970 CHF | 29 789 CHF | 94,51% | 94,51% |
09/07/2024 | 14,33% | 0,06 CHF | 0,07 CHF | 775 000 | 400 000 | 774 637 | 399 818 | 50 184 CHF | 29 900 CHF | 99,48% | 99,48% |
08/07/2024 | 14,16% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 768 369 | 396 685 | 50 429 CHF | 30 002 CHF | 99,81% | 99,81% |
05/07/2024 | 13,26% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 720 395 | 372 697 | 50 742 CHF | 29 979 CHF | 99,81% | 99,81% |
04/07/2024 | 13,14% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 712 278 | 368 639 | 50 658 CHF | 29 905 CHF | 99,81% | 99,81% |
03/07/2024 | 12,50% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 675 000 | 350 000 | 50 606 CHF | 29 740 CHF | 99,14% | 99,14% |