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 | 13,30% | 0,08 CHF | 0,09 CHF | 500 000 | 20 000 | 500 000 | 20 000 | 35 219 CHF | 1 609 CHF | 97,47% | 97,47% |
15/07/2024 | 10,84% | 0,08 CHF | 0,09 CHF | 500 000 | 20 000 | 477 083 | 20 000 | 41 716 CHF | 1 951 CHF | 89,06% | 89,06% |
12/07/2024 | 11,19% | 0,08 CHF | 0,09 CHF | 500 000 | 10 000 | 472 903 | 10 000 | 40 093 CHF | 951 CHF | 96,83% | 96,83% |
11/07/2024 | 10,66% | 0,10 CHF | 0,11 CHF | 420 023 | 20 000 | 472 030 | 20 000 | 42 055 CHF | 1 990 CHF | 99,08% | 99,08% |
10/07/2024 | 11,31% | 0,08 CHF | 0,09 CHF | 500 000 | 20 000 | 494 795 | 20 000 | 41 389 CHF | 1 873 CHF | 99,42% | 99,42% |
09/07/2024 | 10,18% | 0,09 CHF | 0,10 CHF | 489 690 | 20 000 | 454 959 | 20 000 | 42 518 CHF | 2 070 CHF | 99,90% | 99,90% |
08/07/2024 | 9,60% | 0,09 CHF | 0,10 CHF | 452 381 | 10 000 | 437 866 | 10 000 | 43 533 CHF | 1 095 CHF | 100,00% | 100,00% |
05/07/2024 | 8,84% | 0,11 CHF | 0,12 CHF | 420 658 | 20 000 | 423 454 | 20 000 | 45 831 CHF | 2 365 CHF | 89,42% | 89,42% |
04/07/2024 | 10,32% | 0,09 CHF | 0,10 CHF | 463 457 | 20 000 | 466 386 | 20 000 | 42 915 CHF | 2 041 CHF | 100,00% | 100,00% |
03/07/2024 | 12,31% | 0,08 CHF | 0,09 CHF | 500 000 | 20 000 | 500 000 | 20 000 | 38 275 CHF | 1 731 CHF | 82,74% | 82,74% |