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 | 10,73% | 0,09 CHF | 0,10 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 53 040 CHF | 19 680 CHF | 99,17% | 99,17% |
15/07/2024 | 8,76% | 0,10 CHF | 0,11 CHF | 600 000 | 200 000 | 501 755 | 167 252 | 54 656 CHF | 19 891 CHF | 99,16% | 99,16% |
12/07/2024 | 7,95% | 0,13 CHF | 0,14 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 54 571 CHF | 19 690 CHF | 99,17% | 99,17% |
11/07/2024 | 8,28% | 0,13 CHF | 0,14 CHF | 450 000 | 150 000 | 477 429 | 159 143 | 55 149 CHF | 19 975 CHF | 99,17% | 99,17% |
10/07/2024 | 8,39% | 0,13 CHF | 0,14 CHF | 450 000 | 150 000 | 476 077 | 158 692 | 54 359 CHF | 19 707 CHF | 99,16% | 99,16% |
09/07/2024 | 8,86% | 0,11 CHF | 0,12 CHF | 450 000 | 150 000 | 521 674 | 173 891 | 56 136 CHF | 20 451 CHF | 99,17% | 99,17% |
08/07/2024 | 10,01% | 0,11 CHF | 0,12 CHF | 450 000 | 150 000 | 590 025 | 196 675 | 56 629 CHF | 20 843 CHF | 99,16% | 99,16% |
05/07/2024 | 12,89% | 0,08 CHF | 0,09 CHF | 600 000 | 200 000 | 630 638 | 210 213 | 46 014 CHF | 17 440 CHF | 98,83% | 98,83% |
04/07/2024 | 20,63% | 0,07 CHF | 0,08 CHF | 600 000 | 200 000 | 719 928 | 239 976 | 36 019 CHF | 14 406 CHF | 99,00% | 99,00% |
03/07/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 7 500 CHF | 5 000 CHF | 99,17% | 99,17% |