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 | 13,59% | 0,04 CHF | 0,05 CHF | 750 000 | 250 000 | 558 124 | 186 041 | 38 712 CHF | 14 764 CHF | 95,99% | 95,99% |
15/07/2024 | 12,41% | 0,08 CHF | 0,09 CHF | 600 000 | 200 000 | 521 952 | 173 984 | 39 624 CHF | 14 948 CHF | 95,47% | 95,47% |
12/07/2024 | 13,80% | 0,07 CHF | 0,08 CHF | 600 000 | 200 000 | 683 682 | 227 894 | 46 230 CHF | 17 689 CHF | 99,72% | 99,72% |
11/07/2024 | 25,64% | 0,04 CHF | 0,05 CHF | 900 000 | 300 000 | 964 362 | 373 831 | 33 612 CHF | 16 593 CHF | 98,36% | 98,36% |
10/07/2024 | 15,72% | 0,05 CHF | 0,06 CHF | 750 000 | 250 000 | 768 975 | 256 641 | 45 239 CHF | 17 659 CHF | 96,16% | 96,16% |
09/07/2024 | 15,63% | 0,05 CHF | 0,06 CHF | 900 000 | 300 000 | 773 490 | 257 830 | 45 656 CHF | 17 797 CHF | 96,99% | 96,99% |
08/07/2024 | 9,80% | 0,08 CHF | 0,09 CHF | 750 000 | 250 000 | 629 965 | 209 988 | 61 591 CHF | 22 630 CHF | 93,55% | 93,55% |
05/07/2024 | 10,90% | 0,12 CHF | 0,13 CHF | 600 000 | 200 000 | 714 974 | 238 325 | 62 704 CHF | 23 285 CHF | 96,04% | 96,04% |
04/07/2024 | 11,05% | 0,09 CHF | 0,10 CHF | 600 000 | 200 000 | 737 371 | 245 790 | 63 187 CHF | 23 520 CHF | 99,58% | 99,58% |
03/07/2024 | 9,03% | 0,08 CHF | 0,09 CHF | 750 000 | 250 000 | 625 279 | 208 426 | 66 647 CHF | 24 300 CHF | 98,88% | 98,88% |