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 | 17,85% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 958 809 | 415 978 | 49 063 CHF | 25 812 CHF | 100,00% | 100,00% |
15/07/2024 | 11,81% | 0,08 CHF | 0,09 CHF | 725 000 | 375 000 | 634 541 | 326 616 | 50 594 CHF | 29 265 CHF | 100,00% | 100,00% |
12/07/2024 | 8,48% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 461 752 | 458 810 | 52 135 CHF | 56 420 CHF | 99,69% | 99,69% |
11/07/2024 | 11,54% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 620 077 | 316 291 | 50 664 CHF | 28 988 CHF | 99,43% | 99,43% |
10/07/2024 | 13,50% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 734 644 | 378 333 | 50 713 CHF | 29 918 CHF | 96,09% | 96,09% |
09/07/2024 | 12,98% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 700 963 | 362 981 | 50 525 CHF | 29 795 CHF | 99,65% | 99,65% |
08/07/2024 | 10,88% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 583 871 | 351 771 | 50 721 CHF | 34 748 CHF | 99,84% | 99,84% |
05/07/2024 | 8,12% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 436 708 | 436 708 | 51 639 CHF | 56 006 CHF | 100,00% | 100,00% |
04/07/2024 | 9,16% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 489 728 | 489 728 | 51 050 CHF | 55 947 CHF | 100,00% | 100,00% |
03/07/2024 | 9,63% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 509 472 | 470 909 | 50 379 CHF | 51 548 CHF | 99,23% | 99,23% |