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 | 8,92% | 0,10 CHF | 0,11 CHF | 500 000 | 200 000 | 499 968 | 200 000 | 53 672 CHF | 23 470 CHF | 99,38% | 99,38% |
15/07/2024 | 8,99% | 0,11 CHF | 0,12 CHF | 500 000 | 200 000 | 500 000 | 199 967 | 53 237 CHF | 23 291 CHF | 99,38% | 99,38% |
12/07/2024 | 7,30% | 0,12 CHF | 0,13 CHF | 500 000 | 200 000 | 500 000 | 184 128 | 66 165 CHF | 26 086 CHF | 99,37% | 99,37% |
11/07/2024 | 7,86% | 0,13 CHF | 0,14 CHF | 500 000 | 200 000 | 500 000 | 193 818 | 62 454 CHF | 25 849 CHF | 91,41% | 91,41% |
10/07/2024 | 3,16% | 0,32 CHF | 0,33 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 155 540 CHF | 32 108 CHF | 99,36% | 99,36% |
09/07/2024 | 2,71% | 0,35 CHF | 0,36 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 182 227 CHF | 37 445 CHF | 99,37% | 99,37% |
08/07/2024 | 2,38% | 0,39 CHF | 0,40 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 208 207 CHF | 42 642 CHF | 99,38% | 99,38% |
05/07/2024 | 2,40% | 0,40 CHF | 0,41 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 206 237 CHF | 42 247 CHF | 99,00% | 99,00% |
04/07/2024 | 2,34% | 0,40 CHF | 0,41 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 212 417 CHF | 43 483 CHF | 91,02% | 91,02% |
03/07/2024 | 3,55% | 0,30 CHF | 0,31 CHF | 500 000 | 100 000 | 500 000 | 142 670 | 139 137 CHF | 40 898 CHF | 99,38% | 99,38% |