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 | 13,39% | 0,07 CHF | 0,08 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 34 872 CHF | 7 974 CHF | 89,75% | 89,75% |
15/07/2024 | 11,22% | 0,07 CHF | 0,08 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 42 314 CHF | 9 463 CHF | 94,23% | 94,23% |
12/07/2024 | 10,82% | 0,08 CHF | 0,09 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 43 795 CHF | 9 759 CHF | 97,99% | 97,99% |
11/07/2024 | 11,81% | 0,07 CHF | 0,08 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 39 883 CHF | 8 977 CHF | 99,09% | 99,09% |
10/07/2024 | 15,65% | 0,07 CHF | 0,08 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 29 517 CHF | 6 903 CHF | 99,76% | 99,76% |
09/07/2024 | 15,38% | 0,06 CHF | 0,07 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 30 000 CHF | 7 000 CHF | 100,00% | 100,00% |
08/07/2024 | 15,77% | 0,06 CHF | 0,07 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 29 304 CHF | 6 861 CHF | 100,00% | 100,00% |
05/07/2024 | 15,38% | 0,06 CHF | 0,07 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 30 000 CHF | 7 000 CHF | 79,54% | 79,54% |
04/07/2024 | 16,03% | 0,06 CHF | 0,07 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 28 840 CHF | 6 768 CHF | 100,00% | 100,00% |
03/07/2024 | 18,18% | 0,05 CHF | 0,06 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 25 000 CHF | 6 000 CHF | 99,73% | 99,73% |