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 | 13,95% | 0,11 CHF | 0,12 CHF | 460 000 | 100 000 | 486 898 | 100 000 | 50 197 CHF | 11 870 CHF | 100,00% | 100,00% |
15/07/2024 | 11,45% | 0,12 CHF | 0,13 CHF | 420 000 | 100 000 | 399 912 | 100 000 | 50 592 CHF | 14 215 CHF | 89,98% | 89,98% |
12/07/2024 | 12,42% | 0,12 CHF | 0,14 CHF | 420 000 | 100 000 | 408 842 | 100 000 | 50 512 CHF | 14 000 CHF | 87,00% | 87,00% |
11/07/2024 | 11,43% | 0,12 CHF | 0,14 CHF | 420 000 | 100 000 | 391 138 | 100 000 | 50 573 CHF | 14 524 CHF | 91,65% | 91,65% |
10/07/2024 | 10,65% | 0,12 CHF | 0,13 CHF | 420 000 | 100 000 | 431 616 | 100 000 | 50 458 CHF | 13 018 CHF | 99,39% | 99,39% |
09/07/2024 | 17,59% | 0,11 CHF | 0,13 CHF | 460 000 | 100 000 | 126 986 | 59 456 | 14 014 CHF | 7 764 CHF | 97,89% | 97,89% |
08/07/2024 | 11,42% | 0,11 CHF | 0,12 CHF | 460 000 | 100 000 | 465 073 | 100 000 | 50 524 CHF | 12 191 CHF | 100,00% | 100,00% |
05/07/2024 | 12,49% | 0,10 CHF | 0,12 CHF | 500 000 | 100 000 | 491 739 | 100 000 | 50 124 CHF | 11 569 CHF | 99,53% | 99,53% |
04/07/2024 | 11,91% | 0,11 CHF | 0,12 CHF | 460 000 | 100 000 | 461 772 | 100 000 | 50 573 CHF | 12 351 CHF | 99,58% | 99,58% |
03/07/2024 | 12,31% | 0,10 CHF | 0,12 CHF | 500 000 | 100 000 | 483 618 | 100 000 | 50 246 CHF | 11 770 CHF | 99,50% | 99,50% |