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 | 9,72% | 0,10 CHF | 0,11 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 49 015 CHF | 10 803 CHF | 99,03% | 99,03% |
15/07/2024 | 9,12% | 0,10 CHF | 0,11 CHF | 500 000 | 100 000 | 480 729 | 100 000 | 50 289 CHF | 11 482 CHF | 98,16% | 98,16% |
12/07/2024 | 8,69% | 0,11 CHF | 0,12 CHF | 460 000 | 100 000 | 459 794 | 100 000 | 50 590 CHF | 12 005 CHF | 98,49% | 98,49% |
11/07/2024 | 9,39% | 0,11 CHF | 0,12 CHF | 460 000 | 100 000 | 493 439 | 100 000 | 50 098 CHF | 11 164 CHF | 99,09% | 99,09% |
10/07/2024 | 10,81% | 0,09 CHF | 0,10 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 43 869 CHF | 9 774 CHF | 100,00% | 100,00% |
09/07/2024 | 12,68% | 0,07 CHF | 0,08 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 37 068 CHF | 8 414 CHF | 100,00% | 100,00% |
08/07/2024 | 10,78% | 0,08 CHF | 0,09 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 43 959 CHF | 9 792 CHF | 100,00% | 100,00% |
05/07/2024 | 10,15% | 0,09 CHF | 0,10 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 46 873 CHF | 10 375 CHF | 98,88% | 98,88% |
04/07/2024 | 10,47% | 0,10 CHF | 0,11 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 45 294 CHF | 10 059 CHF | 99,49% | 99,49% |
03/07/2024 | 11,03% | 0,09 CHF | 0,10 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 42 992 CHF | 9 598 CHF | 99,79% | 99,79% |