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 | 13,26% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 722 385 | 372 912 | 50 851 CHF | 29 990 CHF | 100,00% | 100,00% |
15/07/2024 | 10,53% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 563 107 | 386 106 | 50 655 CHF | 39 675 CHF | 100,00% | 100,00% |
12/07/2024 | 14,08% | 0,09 CHF | 0,10 CHF | 625 000 | 325 000 | 751 750 | 388 301 | 49 758 CHF | 29 580 CHF | 98,97% | 98,97% |
11/07/2024 | 16,02% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 875 743 | 443 963 | 50 323 CHF | 29 938 CHF | 99,35% | 99,35% |
10/07/2024 | 19,46% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 341 566 | 46 534 CHF | 19 545 CHF | 99,83% | 99,83% |
09/07/2024 | 17,07% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 940 581 | 466 109 | 50 493 CHF | 29 769 CHF | 100,00% | 100,00% |
08/07/2024 | 16,69% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 926 704 | 474 792 | 50 891 CHF | 30 823 CHF | 100,00% | 100,00% |
05/07/2024 | 14,24% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 777 316 | 398 852 | 50 650 CHF | 30 015 CHF | 100,00% | 100,00% |
04/07/2024 | 13,67% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 745 833 | 385 416 | 50 834 CHF | 30 124 CHF | 100,00% | 100,00% |
03/07/2024 | 14,45% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 774 096 | 400 116 | 49 717 CHF | 29 703 CHF | 99,50% | 99,50% |