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 | 6,57% | 0,14 CHF | 0,15 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 132 705 CHF | 47 235 CHF | 98,39% | 98,39% |
15/07/2024 | 7,50% | 0,14 CHF | 0,15 CHF | 900 000 | 300 000 | 967 320 | 367 320 | 124 419 CHF | 50 716 CHF | 98,89% | 98,89% |
12/07/2024 | 8,02% | 0,11 CHF | 0,12 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 119 942 CHF | 51 977 CHF | 98,79% | 98,79% |
11/07/2024 | 7,21% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 922 746 | 322 746 | 123 415 CHF | 46 327 CHF | 98,56% | 98,56% |
10/07/2024 | 6,64% | 0,15 CHF | 0,16 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 131 213 CHF | 46 738 CHF | 98,90% | 98,90% |
09/07/2024 | 8,21% | 0,13 CHF | 0,14 CHF | 900 000 | 300 000 | 997 918 | 397 918 | 117 289 CHF | 50 731 CHF | 99,11% | 99,11% |
08/07/2024 | 9,50% | 0,11 CHF | 0,12 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 100 396 CHF | 44 158 CHF | 98,47% | 98,47% |
05/07/2024 | 10,63% | 0,10 CHF | 0,11 CHF | 1 000 000 | 400 000 | 1 000 000 | 459 439 | 89 880 CHF | 45 578 CHF | 98,47% | 98,47% |
04/07/2024 | 9,73% | 0,09 CHF | 0,10 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 97 917 CHF | 43 167 CHF | 98,26% | 98,26% |
03/07/2024 | 9,00% | 0,10 CHF | 0,11 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 106 406 CHF | 46 562 CHF | 98,40% | 98,40% |