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 | 22,64% | 0,08 CHF | 0,10 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 35 782 CHF | 4 494 CHF | 100,00% | 100,00% |
15/07/2024 | 21,94% | 0,07 CHF | 0,09 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 39 171 CHF | 4 878 CHF | 99,72% | 99,72% |
12/07/2024 | 31,09% | 0,08 CHF | 0,11 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 1 884 CHF | 2 574 CHF | 99,01% | 99,01% |
11/07/2024 | 30,89% | 0,08 CHF | 0,11 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 1 998 CHF | 2 729 CHF | 99,09% | 99,09% |
10/07/2024 | 35,52% | 0,07 CHF | 0,10 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 1 677 CHF | 2 395 CHF | 99,81% | 99,81% |
09/07/2024 | 30,33% | 0,07 CHF | 0,10 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 1 996 CHF | 2 711 CHF | 100,00% | 100,00% |
08/07/2024 | 17,68% | 0,08 CHF | 0,10 CHF | 500 000 | 50 000 | 499 629 | 50 000 | 45 673 CHF | 5 455 CHF | 94,79% | 94,79% |
05/07/2024 | 16,41% | 0,09 CHF | 0,11 CHF | 500 000 | 50 000 | 494 572 | 50 000 | 48 978 CHF | 5 840 CHF | 98,50% | 98,50% |
04/07/2024 | 13,52% | 0,11 CHF | 0,12 CHF | 484 260 | 50 000 | 463 365 | 50 000 | 50 169 CHF | 6 203 CHF | 53,42% | 53,42% |
03/07/2024 | 22,27% | 0,11 CHF | 0,13 CHF | 460 000 | 50 000 | 170 044 | 32 926 | 17 625 CHF | 4 155 CHF | 96,10% | 96,10% |