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 | 17,56% | 0,07 CHF | 0,08 CHF | 500 000 | 500 000 | 495 751 | 495 751 | 26 723 CHF | 31 723 CHF | 100,00% | 100,00% |
15/07/2024 | 4,82% | 0,12 CHF | 0,13 CHF | 360 000 | 360 000 | 360 000 | 360 000 | 77 780 CHF | 81 380 CHF | 95,08% | 95,08% |
12/07/2024 | 5,53% | 0,23 CHF | 0,24 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 89 796 CHF | 94 796 CHF | 99,99% | 99,99% |
11/07/2024 | 7,81% | 0,12 CHF | 0,13 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 62 590 CHF | 67 590 CHF | 99,86% | 99,86% |
10/07/2024 | 22,55% | 0,06 CHF | 0,07 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 20 002 CHF | 25 002 CHF | 100,00% | 100,00% |
09/07/2024 | 20,79% | 0,04 CHF | 0,05 CHF | 500 000 | 500 000 | 498 178 | 498 178 | 22 406 CHF | 27 406 CHF | 100,00% | 100,00% |
08/07/2024 | 25,24% | 0,03 CHF | 0,04 CHF | 500 000 | 500 000 | 499 062 | 499 062 | 18 127 CHF | 23 127 CHF | 100,00% | 100,00% |
05/07/2024 | 16,29% | 0,04 CHF | 0,05 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 29 329 CHF | 34 329 CHF | 100,00% | 100,00% |
04/07/2024 | 16,61% | 0,07 CHF | 0,08 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 28 184 CHF | 33 184 CHF | 100,00% | 100,00% |
03/07/2024 | 17,36% | 0,05 CHF | 0,06 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 26 613 CHF | 31 613 CHF | 100,00% | 100,00% |