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 | 9,28% | 0,11 CHF | 0,12 CHF | 319 905 | 50 000 | 319 666 | 50 000 | 32 923 CHF | 5 649 CHF | 100,00% | 100,00% |
15/07/2024 | 8,90% | 0,10 CHF | 0,11 CHF | 315 926 | 50 000 | 307 109 | 50 000 | 33 030 CHF | 5 879 CHF | 81,98% | 81,98% |
12/07/2024 | 9,29% | 0,10 CHF | 0,11 CHF | 308 018 | 50 000 | 311 208 | 50 000 | 32 028 CHF | 5 642 CHF | 91,40% | 91,40% |
11/07/2024 | 9,14% | 0,10 CHF | 0,11 CHF | 316 228 | 50 000 | 319 421 | 50 000 | 33 458 CHF | 5 735 CHF | 98,67% | 98,67% |
10/07/2024 | 10,43% | 0,10 CHF | 0,11 CHF | 345 959 | 50 000 | 354 538 | 50 000 | 32 246 CHF | 5 049 CHF | 99,41% | 99,41% |
09/07/2024 | 10,68% | 0,08 CHF | 0,09 CHF | 371 789 | 50 000 | 352 531 | 50 000 | 31 271 CHF | 4 939 CHF | 87,05% | 87,05% |
08/07/2024 | 10,59% | 0,08 CHF | 0,09 CHF | 376 459 | 50 000 | 376 794 | 50 000 | 33 730 CHF | 4 976 CHF | 88,03% | 88,03% |
05/07/2024 | 11,03% | 0,08 CHF | 0,09 CHF | 376 473 | 50 000 | 372 105 | 50 000 | 31 962 CHF | 4 797 CHF | 97,09% | 97,09% |
04/07/2024 | 10,66% | 0,09 CHF | 0,10 CHF | 374 643 | 50 000 | 377 316 | 50 000 | 33 555 CHF | 4 946 CHF | 98,24% | 98,24% |
03/07/2024 | 11,99% | 0,08 CHF | 0,09 CHF | 423 972 | 50 000 | 422 097 | 50 000 | 33 169 CHF | 4 428 CHF | 99,65% | 99,65% |