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 | 10,75% | 0,12 CHF | 0,13 CHF | 138 792 | 50 000 | 147 762 | 50 000 | 16 391 CHF | 6 181 CHF | 100,00% | 100,00% |
15/07/2024 | 12,67% | 0,11 CHF | 0,13 CHF | 147 539 | 50 000 | 142 996 | 50 000 | 16 398 CHF | 6 516 CHF | 95,13% | 95,13% |
12/07/2024 | 9,87% | 0,12 CHF | 0,13 CHF | 140 055 | 50 000 | 145 184 | 50 000 | 16 812 CHF | 6 413 CHF | 96,30% | 96,30% |
11/07/2024 | 10,40% | 0,10 CHF | 0,12 CHF | 158 268 | 50 000 | 164 528 | 50 000 | 16 643 CHF | 5 621 CHF | 99,07% | 99,07% |
10/07/2024 | 10,84% | 0,10 CHF | 0,11 CHF | 168 512 | 50 000 | 186 913 | 50 000 | 16 521 CHF | 4 929 CHF | 100,00% | 100,00% |
09/07/2024 | 14,35% | 0,07 CHF | 0,08 CHF | 214 260 | 50 000 | 204 822 | 50 000 | 16 230 CHF | 4 582 CHF | 82,47% | 82,47% |
08/07/2024 | 15,50% | 0,07 CHF | 0,08 CHF | 204 022 | 50 000 | 193 851 | 50 000 | 15 144 CHF | 4 580 CHF | 85,50% | 85,50% |
05/07/2024 | 10,62% | 0,09 CHF | 0,11 CHF | 171 215 | 50 000 | 164 312 | 50 000 | 17 154 CHF | 5 821 CHF | 93,67% | 93,67% |
04/07/2024 | 11,81% | 0,09 CHF | 0,10 CHF | 180 159 | 50 000 | 178 049 | 50 000 | 17 648 CHF | 5 580 CHF | 55,88% | 55,88% |
03/07/2024 | 14,13% | 0,09 CHF | 0,10 CHF | 195 706 | 50 000 | 195 338 | 50 000 | 16 069 CHF | 4 743 CHF | 97,00% | 97,00% |