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 | 8,28% | 0,10 CHF | 0,11 CHF | 117 701 | 50 000 | 118 223 | 50 000 | 13 844 CHF | 6 353 CHF | 100,00% | 100,00% |
15/07/2024 | 10,01% | 0,12 CHF | 0,13 CHF | 118 359 | 50 000 | 117 382 | 50 000 | 11 309 CHF | 5 315 CHF | 98,52% | 98,52% |
12/07/2024 | 9,05% | 0,12 CHF | 0,13 CHF | 118 046 | 50 000 | 117 861 | 50 000 | 12 552 CHF | 5 824 CHF | 99,38% | 99,38% |
11/07/2024 | 8,97% | 0,12 CHF | 0,13 CHF | 117 901 | 50 000 | 118 043 | 50 000 | 12 634 CHF | 5 851 CHF | 99,16% | 99,16% |
10/07/2024 | 6,11% | 0,13 CHF | 0,14 CHF | 119 283 | 50 000 | 119 844 | 50 000 | 19 133 CHF | 8 481 CHF | 100,00% | 100,00% |
09/07/2024 | 5,89% | 0,18 CHF | 0,19 CHF | 120 281 | 50 000 | 119 955 | 50 000 | 19 787 CHF | 8 747 CHF | 100,00% | 100,00% |
08/07/2024 | 5,79% | 0,18 CHF | 0,19 CHF | 120 241 | 50 000 | 119 786 | 50 000 | 20 105 CHF | 8 892 CHF | 100,00% | 100,00% |
05/07/2024 | 5,50% | 0,19 CHF | 0,20 CHF | 120 672 | 50 000 | 120 452 | 50 000 | 21 322 CHF | 9 350 CHF | 99,62% | 99,62% |
04/07/2024 | 5,50% | 0,17 CHF | 0,18 CHF | 120 442 | 50 000 | 120 760 | 50 000 | 21 382 CHF | 9 352 CHF | 100,00% | 100,00% |
03/07/2024 | 4,60% | 0,20 CHF | 0,21 CHF | 121 675 | 50 000 | 122 200 | 50 000 | 25 998 CHF | 11 136 CHF | 99,73% | 99,73% |