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 | 12,65% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 74 332 CHF | 42 166 CHF | 100,00% | 100,00% |
15/07/2024 | 11,30% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 997 138 | 499 740 | 83 502 CHF | 46 854 CHF | 100,00% | 100,00% |
12/07/2024 | 12,48% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 994 468 | 498 156 | 74 825 CHF | 42 459 CHF | 98,41% | 98,41% |
11/07/2024 | 10,87% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 984 513 | 568 516 | 86 031 CHF | 56 257 CHF | 99,83% | 99,83% |
10/07/2024 | 8,84% | 0,11 CHF | 0,12 CHF | 900 000 | 900 000 | 861 901 | 861 902 | 93 418 CHF | 102 037 CHF | 99,79% | 99,79% |
09/07/2024 | 8,34% | 0,11 CHF | 0,12 CHF | 825 000 | 825 000 | 826 927 | 826 933 | 95 161 CHF | 103 431 CHF | 100,00% | 100,00% |
08/07/2024 | 8,45% | 0,11 CHF | 0,12 CHF | 850 000 | 850 000 | 831 872 | 831 873 | 94 427 CHF | 102 746 CHF | 98,98% | 98,98% |
05/07/2024 | 8,83% | 0,11 CHF | 0,12 CHF | 900 000 | 900 000 | 889 703 | 889 702 | 96 401 CHF | 105 298 CHF | 100,00% | 100,00% |
04/07/2024 | 8,64% | 0,11 CHF | 0,12 CHF | 850 000 | 850 000 | 856 542 | 856 518 | 94 954 CHF | 103 517 CHF | 98,16% | 98,16% |
03/07/2024 | 10,81% | 0,10 CHF | 0,11 CHF | 975 000 | 500 000 | 986 050 | 536 657 | 86 581 CHF | 52 911 CHF | 100,00% | 100,00% |