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 | 8,38% | 0,24 CHF | 0,25 CHF | 210 000 | 50 000 | 235 739 | 50 000 | 50 419 CHF | 11 649 CHF | 100,00% | 100,00% |
15/07/2024 | 7,72% | 0,21 CHF | 0,23 CHF | 240 000 | 50 000 | 215 329 | 50 000 | 50 372 CHF | 12 672 CHF | 99,72% | 99,72% |
12/07/2024 | 11,58% | 0,24 CHF | 0,27 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 5 842 CHF | 6 559 CHF | 99,01% | 99,01% |
11/07/2024 | 10,99% | 0,24 CHF | 0,27 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 6 023 CHF | 6 723 CHF | 99,08% | 99,08% |
10/07/2024 | 11,97% | 0,22 CHF | 0,25 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 5 402 CHF | 6 088 CHF | 99,81% | 99,81% |
09/07/2024 | 11,22% | 0,23 CHF | 0,26 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 6 015 CHF | 6 729 CHF | 100,00% | 100,00% |
08/07/2024 | 7,02% | 0,24 CHF | 0,26 CHF | 210 000 | 50 000 | 193 901 | 50 000 | 51 208 CHF | 14 175 CHF | 100,00% | 100,00% |
05/07/2024 | 6,53% | 0,27 CHF | 0,29 CHF | 190 000 | 50 000 | 192 002 | 50 000 | 51 424 CHF | 14 304 CHF | 98,72% | 98,72% |
04/07/2024 | 6,58% | 0,27 CHF | 0,29 CHF | 190 000 | 50 000 | 182 426 | 50 000 | 50 684 CHF | 14 843 CHF | 100,00% | 100,00% |
03/07/2024 | 8,69% | 0,29 CHF | 0,30 CHF | 180 000 | 50 000 | 80 211 | 33 561 | 21 976 CHF | 9 967 CHF | 99,81% | 99,81% |