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 | 23,70% | 0,04 CHF | 0,05 CHF | 500 000 | 500 000 | 222 536 | 222 536 | 8 768 CHF | 11 016 CHF | 99,89% | 99,89% |
15/07/2024 | 21,25% | 0,04 CHF | 0,05 CHF | 500 000 | 500 000 | 223 639 | 223 639 | 9 441 CHF | 11 688 CHF | 100,00% | 100,00% |
12/07/2024 | 19,71% | 0,05 CHF | 0,06 CHF | 480 000 | 480 000 | 218 642 | 218 642 | 10 177 CHF | 12 373 CHF | 100,00% | 100,00% |
11/07/2024 | 21,58% | 0,05 CHF | 0,06 CHF | 490 000 | 490 000 | 221 870 | 221 870 | 9 585 CHF | 11 814 CHF | 99,82% | 99,82% |
10/07/2024 | 22,92% | 0,04 CHF | 0,05 CHF | 500 000 | 500 000 | 223 147 | 223 147 | 8 781 CHF | 11 022 CHF | 100,00% | 100,00% |
09/07/2024 | 22,18% | 0,04 CHF | 0,05 CHF | 480 000 | 480 000 | 219 994 | 219 994 | 9 253 CHF | 11 467 CHF | 99,75% | 99,75% |
08/07/2024 | 19,21% | 0,04 CHF | 0,05 CHF | 490 000 | 490 000 | 211 702 | 211 702 | 9 962 CHF | 12 091 CHF | 99,99% | 99,99% |
05/07/2024 | 18,74% | 0,05 CHF | 0,06 CHF | 480 000 | 480 000 | 212 034 | 212 034 | 10 433 CHF | 12 561 CHF | 99,66% | 99,66% |
04/07/2024 | 18,27% | 0,05 CHF | 0,06 CHF | 190 000 | 190 000 | 152 157 | 152 157 | 7 575 CHF | 9 096 CHF | 99,61% | 99,61% |
03/07/2024 | 18,31% | 0,05 CHF | 0,06 CHF | 480 000 | 480 000 | 211 441 | 211 441 | 10 594 CHF | 12 726 CHF | 99,98% | 99,98% |