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 | 10,02% | 0,20 CHF | 0,22 CHF | 250 000 | 50 000 | 274 657 | 50 000 | 50 396 CHF | 10 157 CHF | 100,00% | 100,00% |
15/07/2024 | 8,38% | 0,18 CHF | 0,20 CHF | 280 000 | 50 000 | 250 575 | 50 000 | 50 353 CHF | 10 957 CHF | 99,72% | 99,72% |
12/07/2024 | 12,90% | 0,20 CHF | 0,23 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 4 965 CHF | 5 648 CHF | 99,01% | 99,01% |
11/07/2024 | 12,98% | 0,21 CHF | 0,24 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 5 092 CHF | 5 798 CHF | 99,09% | 99,09% |
10/07/2024 | 14,13% | 0,19 CHF | 0,22 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 4 603 CHF | 5 303 CHF | 99,81% | 99,81% |
09/07/2024 | 12,71% | 0,20 CHF | 0,22 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 5 116 CHF | 5 810 CHF | 100,00% | 100,00% |
08/07/2024 | 7,82% | 0,21 CHF | 0,23 CHF | 240 000 | 50 000 | 224 987 | 50 000 | 50 579 CHF | 12 167 CHF | 100,00% | 100,00% |
05/07/2024 | 8,27% | 0,23 CHF | 0,25 CHF | 220 000 | 50 000 | 218 996 | 50 000 | 50 573 CHF | 12 546 CHF | 98,50% | 98,50% |
04/07/2024 | 7,36% | 0,24 CHF | 0,25 CHF | 210 000 | 50 000 | 209 261 | 50 000 | 50 354 CHF | 12 956 CHF | 100,00% | 100,00% |
03/07/2024 | 9,64% | 0,25 CHF | 0,27 CHF | 200 000 | 50 000 | 89 140 | 33 561 | 21 159 CHF | 8 728 CHF | 99,81% | 99,81% |