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 | 15,98% | 0,06 CHF | 0,07 CHF | 500 000 | 500 000 | 496 001 | 496 001 | 29 094 CHF | 34 094 CHF | 99,50% | 99,50% |
15/07/2024 | 11,36% | 0,08 CHF | 0,09 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 41 619 CHF | 46 619 CHF | 100,00% | 100,00% |
12/07/2024 | 8,47% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 56 634 CHF | 61 634 CHF | 100,00% | 100,00% |
11/07/2024 | 9,70% | 0,11 CHF | 0,12 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 49 221 CHF | 54 221 CHF | 99,99% | 99,99% |
10/07/2024 | 10,35% | 0,11 CHF | 0,12 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 45 945 CHF | 50 945 CHF | 99,90% | 99,90% |
09/07/2024 | 8,53% | 0,12 CHF | 0,13 CHF | 500 000 | 500 000 | 498 317 | 498 317 | 56 310 CHF | 61 310 CHF | 100,00% | 100,00% |
08/07/2024 | 7,27% | 0,14 CHF | 0,15 CHF | 500 000 | 500 000 | 499 134 | 499 134 | 66 496 CHF | 71 496 CHF | 100,00% | 100,00% |
05/07/2024 | 5,40% | 0,19 CHF | 0,20 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 90 213 CHF | 95 213 CHF | 100,00% | 100,00% |
04/07/2024 | 5,82% | 0,18 CHF | 0,19 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 83 504 CHF | 88 504 CHF | 100,00% | 100,00% |
03/07/2024 | 5,83% | 0,16 CHF | 0,17 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 83 345 CHF | 88 345 CHF | 99,96% | 99,96% |