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 | 12,91% | 0,08 CHF | 0,09 CHF | 725 000 | 375 000 | 699 872 | 362 436 | 50 720 CHF | 29 892 CHF | 100,00% | 100,00% |
15/07/2024 | 12,60% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 679 969 | 352 484 | 50 589 CHF | 29 750 CHF | 100,00% | 100,00% |
12/07/2024 | 12,29% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 662 573 | 343 545 | 50 578 CHF | 29 660 CHF | 99,68% | 99,68% |
11/07/2024 | 11,98% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 647 013 | 332 074 | 50 767 CHF | 29 355 CHF | 99,35% | 99,35% |
10/07/2024 | 14,27% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 777 436 | 399 059 | 50 598 CHF | 29 974 CHF | 96,10% | 96,10% |
09/07/2024 | 17,25% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 951 746 | 482 609 | 50 449 CHF | 30 419 CHF | 99,64% | 99,64% |
08/07/2024 | 17,51% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 959 314 | 462 406 | 50 076 CHF | 28 926 CHF | 99,84% | 99,84% |
05/07/2024 | 25,74% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 34 109 CHF | 11 027 CHF | 100,00% | 100,00% |
04/07/2024 | 33,33% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 25 000 CHF | 8 750 CHF | 100,00% | 100,00% |
03/07/2024 | 29,68% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 28 888 CHF | 9 722 CHF | 99,25% | 99,25% |