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 | 12,60% | 0,08 CHF | 0,09 CHF | 450 205 | 75 000 | 456 546 | 75 000 | 34 586 CHF | 6 446 CHF | 94,52% | 94,52% |
15/07/2024 | 10,47% | 0,08 CHF | 0,09 CHF | 419 094 | 75 000 | 384 237 | 75 000 | 36 151 CHF | 7 862 CHF | 95,46% | 95,46% |
12/07/2024 | 10,69% | 0,09 CHF | 0,10 CHF | 393 308 | 75 000 | 418 081 | 75 000 | 37 242 CHF | 7 436 CHF | 98,90% | 98,90% |
11/07/2024 | 9,19% | 0,11 CHF | 0,12 CHF | 370 238 | 75 000 | 363 681 | 75 000 | 38 561 CHF | 8 723 CHF | 94,10% | 94,10% |
10/07/2024 | 10,19% | 0,10 CHF | 0,11 CHF | 404 895 | 75 000 | 425 007 | 75 000 | 39 598 CHF | 7 750 CHF | 100,00% | 100,00% |
09/07/2024 | 11,02% | 0,08 CHF | 0,09 CHF | 440 381 | 75 000 | 443 352 | 75 000 | 38 093 CHF | 7 198 CHF | 100,00% | 100,00% |
08/07/2024 | 10,86% | 0,09 CHF | 0,10 CHF | 412 894 | 75 000 | 444 159 | 75 000 | 38 788 CHF | 7 311 CHF | 83,70% | 83,70% |
05/07/2024 | 14,48% | 0,06 CHF | 0,07 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 32 214 CHF | 5 582 CHF | 98,83% | 98,83% |
04/07/2024 | 14,59% | 0,06 CHF | 0,07 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 31 949 CHF | 5 542 CHF | 99,19% | 99,19% |
03/07/2024 | 18,77% | 0,05 CHF | 0,06 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 24 363 CHF | 4 405 CHF | 99,82% | 99,82% |