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 | 10,59% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 579 414 | 303 153 | 51 821 CHF | 30 184 CHF | 100,00% | 100,00% |
15/07/2024 | 10,53% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 573 382 | 304 314 | 51 605 CHF | 30 432 CHF | 100,00% | 100,00% |
12/07/2024 | 9,84% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 523 516 | 437 291 | 50 550 CHF | 47 119 CHF | 99,67% | 99,67% |
11/07/2024 | 9,15% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 486 173 | 486 173 | 50 740 CHF | 55 602 CHF | 98,39% | 98,39% |
10/07/2024 | 9,45% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 498 505 | 496 046 | 50 275 CHF | 54 990 CHF | 96,08% | 96,08% |
09/07/2024 | 10,82% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 587 623 | 300 574 | 51 402 CHF | 29 312 CHF | 99,64% | 99,64% |
08/07/2024 | 12,05% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 646 902 | 335 734 | 50 437 CHF | 29 536 CHF | 99,85% | 99,85% |
05/07/2024 | 15,52% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 858 286 | 430 524 | 51 002 CHF | 29 883 CHF | 100,00% | 100,00% |
04/07/2024 | 16,67% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 925 000 | 475 000 | 50 875 CHF | 30 875 CHF | 100,00% | 100,00% |
03/07/2024 | 15,94% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 881 822 | 446 214 | 50 909 CHF | 30 209 CHF | 99,24% | 99,24% |