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 | 11,61% | 0,09 CHF | 0,10 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 40 804 CHF | 9 161 CHF | 88,20% | 88,20% |
15/07/2024 | 10,94% | 0,10 CHF | 0,11 CHF | 500 000 | 100 000 | 382 837 | 100 000 | 43 825 CHF | 12 813 CHF | 93,66% | 93,66% |
12/07/2024 | 8,97% | 0,12 CHF | 0,13 CHF | 420 000 | 100 000 | 470 219 | 100 000 | 50 120 CHF | 11 712 CHF | 96,09% | 96,09% |
11/07/2024 | 14,83% | 0,09 CHF | 0,10 CHF | 500 000 | 100 000 | 419 596 | 100 000 | 38 409 CHF | 10 317 CHF | 97,58% | 97,58% |
10/07/2024 | 15,14% | 0,07 CHF | 0,08 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 30 589 CHF | 7 118 CHF | 96,75% | 96,75% |
09/07/2024 | 14,91% | 0,06 CHF | 0,07 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 31 220 CHF | 7 244 CHF | 99,55% | 99,55% |
08/07/2024 | 15,58% | 0,06 CHF | 0,07 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 29 758 CHF | 6 952 CHF | 96,75% | 96,75% |
05/07/2024 | 13,93% | 0,06 CHF | 0,07 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 33 654 CHF | 7 731 CHF | 99,51% | 99,51% |
04/07/2024 | 13,20% | 0,07 CHF | 0,08 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 35 633 CHF | 8 127 CHF | 99,66% | 99,66% |
03/07/2024 | 12,90% | 0,07 CHF | 0,08 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 36 379 CHF | 8 276 CHF | 98,97% | 98,97% |