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 | 6,45% | 0,15 CHF | 0,16 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 75 006 CHF | 80 006 CHF | 100,00% | 100,00% |
15/07/2024 | 5,68% | 0,16 CHF | 0,17 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 85 633 CHF | 90 633 CHF | 95,21% | 95,21% |
12/07/2024 | 5,67% | 0,17 CHF | 0,18 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 85 791 CHF | 90 791 CHF | 99,01% | 99,01% |
11/07/2024 | 5,85% | 0,16 CHF | 0,17 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 83 092 CHF | 88 092 CHF | 90,00% | 90,00% |
10/07/2024 | 7,17% | 0,15 CHF | 0,16 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 67 338 CHF | 72 338 CHF | 100,00% | 100,00% |
09/07/2024 | 6,96% | 0,13 CHF | 0,14 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 69 374 CHF | 74 374 CHF | 100,00% | 100,00% |
08/07/2024 | 7,17% | 0,14 CHF | 0,15 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 67 330 CHF | 72 330 CHF | 99,71% | 99,71% |
05/07/2024 | 7,16% | 0,13 CHF | 0,14 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 67 438 CHF | 72 438 CHF | 98,81% | 98,81% |
04/07/2024 | 7,40% | 0,14 CHF | 0,15 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 65 052 CHF | 70 052 CHF | 100,00% | 100,00% |
03/07/2024 | - | 0,13 CHF | 0,14 CHF | 250 000 | 250 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |