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 | 11,76% | 0,08 CHF | 0,09 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 40 037 CHF | 4 504 CHF | 87,21% | 87,21% |
15/07/2024 | 11,08% | 0,08 CHF | 0,09 CHF | 500 000 | 50 000 | 499 930 | 50 000 | 42 769 CHF | 4 777 CHF | 99,72% | 99,72% |
12/07/2024 | 10,53% | 0,09 CHF | 0,10 CHF | 495 586 | 50 000 | 495 586 | 50 000 | 44 603 CHF | 5 000 CHF | 99,01% | 99,01% |
11/07/2024 | 10,40% | 0,09 CHF | 0,10 CHF | 483 197 | 50 000 | 487 692 | 50 000 | 44 503 CHF | 5 063 CHF | 99,09% | 99,09% |
10/07/2024 | 10,53% | 0,09 CHF | 0,10 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 45 000 CHF | 5 000 CHF | 100,00% | 100,00% |
09/07/2024 | 10,55% | 0,09 CHF | 0,10 CHF | 500 000 | 50 000 | 498 769 | 50 000 | 44 833 CHF | 4 994 CHF | 100,00% | 100,00% |
08/07/2024 | 10,53% | 0,09 CHF | 0,10 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 45 000 CHF | 5 000 CHF | 99,68% | 99,68% |
05/07/2024 | 10,39% | 0,10 CHF | 0,11 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 45 676 CHF | 5 068 CHF | 98,98% | 98,98% |
04/07/2024 | 11,53% | 0,09 CHF | 0,10 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 40 964 CHF | 4 596 CHF | 100,00% | 100,00% |
03/07/2024 | 11,58% | 0,08 CHF | 0,09 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 40 763 CHF | 4 576 CHF | 100,00% | 100,00% |