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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 17,10% | 0,06 CHF | 0,07 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 26 938 CHF | 1 597 CHF | 99,99% | 99,99% |
16/07/2024 | 17,36% | 0,05 CHF | 0,06 CHF | 500 000 | 25 000 | 493 499 | 24 706 | 26 911 CHF | 1 595 CHF | 99,99% | 99,99% |
15/07/2024 | 14,67% | 0,06 CHF | 0,07 CHF | 500 000 | 25 000 | 489 922 | 24 544 | 32 362 CHF | 1 867 CHF | 99,98% | 99,98% |
12/07/2024 | 13,06% | 0,07 CHF | 0,08 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 36 009 CHF | 2 050 CHF | 99,99% | 99,99% |
11/07/2024 | 13,31% | 0,07 CHF | 0,08 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 35 062 CHF | 2 003 CHF | 35,04% | 35,04% |
10/07/2024 | 13,16% | 0,07 CHF | 0,08 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 35 564 CHF | 2 028 CHF | 100,00% | 100,00% |
09/07/2024 | 13,13% | 0,07 CHF | 0,08 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 35 649 CHF | 2 032 CHF | 100,00% | 100,00% |
08/07/2024 | 11,79% | 0,08 CHF | 0,09 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 39 909 CHF | 2 245 CHF | 100,00% | 100,00% |
05/07/2024 | 8,89% | 0,09 CHF | 0,10 CHF | 500 000 | 25 000 | 464 740 | 25 000 | 50 037 CHF | 2 952 CHF | 82,53% | 82,53% |
04/07/2024 | 8,02% | 0,13 CHF | 0,14 CHF | 390 000 | 25 000 | 421 686 | 25 000 | 50 472 CHF | 3 254 CHF | 95,13% | 95,13% |