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 | 14,21% | 0,07 CHF | 0,08 CHF | 500 000 | 500 000 | 496 157 | 496 157 | 33 264 CHF | 38 264 CHF | 99,99% | 99,99% |
15/07/2024 | 8,91% | 0,11 CHF | 0,12 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 53 881 CHF | 58 881 CHF | 99,99% | 99,99% |
12/07/2024 | 6,03% | 0,15 CHF | 0,16 CHF | 460 000 | 460 000 | 460 000 | 460 000 | 74 253 CHF | 78 853 CHF | 99,99% | 99,99% |
11/07/2024 | 7,43% | 0,15 CHF | 0,16 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 65 106 CHF | 70 106 CHF | 71,57% | 71,57% |
10/07/2024 | 8,31% | 0,14 CHF | 0,15 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 57 962 CHF | 62 962 CHF | 99,99% | 99,99% |
09/07/2024 | 6,23% | 0,16 CHF | 0,17 CHF | 420 000 | 420 000 | 419 035 | 419 035 | 65 523 CHF | 69 723 CHF | 100,00% | 100,00% |
08/07/2024 | 5,07% | 0,20 CHF | 0,21 CHF | 380 000 | 380 000 | 379 341 | 379 341 | 73 310 CHF | 77 110 CHF | 99,99% | 99,99% |
05/07/2024 | 3,43% | 0,32 CHF | 0,33 CHF | 340 000 | 340 000 | 340 000 | 340 000 | 97 639 CHF | 101 039 CHF | 99,99% | 99,99% |
04/07/2024 | 3,81% | 0,29 CHF | 0,30 CHF | 350 000 | 350 000 | 350 000 | 350 000 | 90 384 CHF | 93 884 CHF | 100,00% | 100,00% |
03/07/2024 | 4,02% | 0,23 CHF | 0,24 CHF | 410 000 | 410 000 | 410 000 | 410 000 | 100 069 CHF | 104 169 CHF | 100,00% | 100,00% |