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 | 16,10% | 0,12 CHF | 0,14 CHF | 420 000 | 50 000 | 452 919 | 50 000 | 50 565 CHF | 6 567 CHF | 100,00% | 100,00% |
15/07/2024 | 12,26% | 0,11 CHF | 0,13 CHF | 460 000 | 50 000 | 410 266 | 50 000 | 50 603 CHF | 6 994 CHF | 99,72% | 99,72% |
12/07/2024 | 21,52% | 0,12 CHF | 0,15 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 2 987 CHF | 3 708 CHF | 99,01% | 99,01% |
11/07/2024 | 20,92% | 0,12 CHF | 0,15 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 3 041 CHF | 3 750 CHF | 99,09% | 99,09% |
10/07/2024 | 22,27% | 0,11 CHF | 0,14 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 2 741 CHF | 3 425 CHF | 99,81% | 99,81% |
09/07/2024 | 20,87% | 0,12 CHF | 0,15 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 3 059 CHF | 3 770 CHF | 100,00% | 100,00% |
08/07/2024 | 13,54% | 0,13 CHF | 0,15 CHF | 390 000 | 50 000 | 368 871 | 50 000 | 50 489 CHF | 7 847 CHF | 100,00% | 100,00% |
05/07/2024 | 11,51% | 0,14 CHF | 0,16 CHF | 360 000 | 50 000 | 351 730 | 50 000 | 50 648 CHF | 8 085 CHF | 98,45% | 98,45% |
04/07/2024 | 11,61% | 0,15 CHF | 0,17 CHF | 340 000 | 50 000 | 336 178 | 50 000 | 51 020 CHF | 8 531 CHF | 100,00% | 100,00% |
03/07/2024 | 15,07% | 0,16 CHF | 0,18 CHF | 320 000 | 50 000 | 130 974 | 33 561 | 19 947 CHF | 5 847 CHF | 99,81% | 99,81% |