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 | 11,96% | 0,15 CHF | 0,16 CHF | 340 000 | 100 000 | 319 347 | 90 424 | 44 808 CHF | 13 702 CHF | 99,99% | 99,99% |
15/07/2024 | 6,77% | 0,13 CHF | 0,14 CHF | 390 000 | 100 000 | 355 065 | 100 000 | 50 685 CHF | 15 305 CHF | 99,76% | 99,76% |
12/07/2024 | 6,29% | 0,15 CHF | 0,16 CHF | 340 000 | 100 000 | 330 468 | 99 965 | 51 042 CHF | 16 465 CHF | 98,93% | 98,93% |
11/07/2024 | 6,22% | 0,18 CHF | 0,19 CHF | 280 000 | 100 000 | 301 446 | 99 069 | 50 525 CHF | 17 694 CHF | 97,80% | 97,80% |
10/07/2024 | 5,24% | 0,17 CHF | 0,18 CHF | 300 000 | 100 000 | 272 960 | 100 000 | 50 707 CHF | 19 643 CHF | 99,99% | 99,99% |
09/07/2024 | 5,07% | 0,20 CHF | 0,21 CHF | 250 000 | 100 000 | 264 114 | 100 000 | 50 766 CHF | 20 246 CHF | 100,00% | 100,00% |
08/07/2024 | 4,88% | 0,19 CHF | 0,20 CHF | 270 000 | 100 000 | 252 418 | 100 000 | 50 432 CHF | 21 016 CHF | 99,93% | 99,93% |
05/07/2024 | 5,16% | 0,19 CHF | 0,20 CHF | 270 000 | 100 000 | 269 805 | 99 969 | 51 073 CHF | 19 934 CHF | 98,92% | 98,92% |
04/07/2024 | 5,12% | 0,19 CHF | 0,20 CHF | 270 000 | 100 000 | 266 418 | 100 000 | 50 690 CHF | 20 067 CHF | 99,14% | 99,14% |
03/07/2024 | 5,02% | 0,18 CHF | 0,19 CHF | 280 000 | 100 000 | 261 169 | 100 000 | 50 706 CHF | 20 443 CHF | 99,40% | 99,40% |