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 | 6,21% | 0,15 CHF | 0,16 CHF | 490 000 | 490 000 | 486 227 | 486 227 | 78 015 CHF | 82 915 CHF | 100,00% | 100,00% |
15/07/2024 | 8,53% | 0,11 CHF | 0,12 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 56 347 CHF | 61 347 CHF | 100,00% | 100,00% |
12/07/2024 | 12,11% | 0,08 CHF | 0,09 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 38 918 CHF | 43 918 CHF | 100,00% | 100,00% |
11/07/2024 | 8,82% | 0,09 CHF | 0,10 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 54 618 CHF | 59 618 CHF | 71,58% | 71,58% |
10/07/2024 | 6,46% | 0,12 CHF | 0,13 CHF | 490 000 | 490 000 | 490 000 | 490 000 | 73 819 CHF | 78 719 CHF | 99,93% | 99,93% |
09/07/2024 | 7,84% | 0,11 CHF | 0,12 CHF | 500 000 | 500 000 | 498 846 | 498 846 | 61 528 CHF | 66 528 CHF | 100,00% | 100,00% |
08/07/2024 | 8,90% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 499 133 | 499 133 | 53 921 CHF | 58 921 CHF | 100,00% | 100,00% |
05/07/2024 | 12,76% | 0,06 CHF | 0,07 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 36 747 CHF | 41 747 CHF | 100,00% | 100,00% |
04/07/2024 | 10,33% | 0,08 CHF | 0,09 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 46 174 CHF | 51 174 CHF | 100,00% | 100,00% |
03/07/2024 | 7,85% | 0,12 CHF | 0,13 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 61 283 CHF | 66 283 CHF | 100,00% | 100,00% |