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 | 625 000 | 325 000 | 625 000 | 325 000 | 50 000 CHF | 29 250 CHF | 100,00% | 100,00% |
15/07/2024 | 11,74% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 623 970 | 323 970 | 50 051 CHF | 29 225 CHF | 100,00% | 100,00% |
12/07/2024 | 11,42% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 607 973 | 311 103 | 50 185 CHF | 28 781 CHF | 99,77% | 99,77% |
11/07/2024 | 11,07% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 598 177 | 300 000 | 51 068 CHF | 28 615 CHF | 100,00% | 100,00% |
10/07/2024 | 10,67% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 580 956 | 300 000 | 51 551 CHF | 29 632 CHF | 94,69% | 94,69% |
09/07/2024 | 10,53% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 574 906 | 300 251 | 51 742 CHF | 30 025 CHF | 99,67% | 99,67% |
08/07/2024 | 9,63% | 0,09 CHF | 0,10 CHF | 500 000 | 500 000 | 504 686 | 487 503 | 49 913 CHF | 53 223 CHF | 100,00% | 100,00% |
05/07/2024 | 9,61% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 506 254 | 483 321 | 50 144 CHF | 52 893 CHF | 100,00% | 100,00% |
04/07/2024 | 9,53% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 49 958 CHF | 54 958 CHF | 100,00% | 100,00% |
03/07/2024 | 9,52% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 499 517 | 499 517 | 49 952 CHF | 54 947 CHF | 99,31% | 99,31% |