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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 12,39% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 664 127 | 345 640 | 50 285 CHF | 29 626 CHF | 99,43% | 99,43% |
16/07/2024 | 11,84% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 631 247 | 326 935 | 50 152 CHF | 29 240 CHF | 100,00% | 100,00% |
15/07/2024 | 12,43% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 668 875 | 346 937 | 50 471 CHF | 29 649 CHF | 100,00% | 100,00% |
12/07/2024 | 11,67% | 0,07 CHF | 0,08 CHF | 675 000 | 350 000 | 620 341 | 320 720 | 50 047 CHF | 29 079 CHF | 99,67% | 99,67% |
11/07/2024 | 10,60% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 575 561 | 303 506 | 51 432 CHF | 30 199 CHF | 98,71% | 98,71% |
10/07/2024 | 9,77% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 519 627 | 445 099 | 50 600 CHF | 48 232 CHF | 96,10% | 96,10% |
09/07/2024 | 9,72% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 523 593 | 419 359 | 51 292 CHF | 46 035 CHF | 99,67% | 99,67% |
08/07/2024 | 12,15% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 650 860 | 338 200 | 50 292 CHF | 29 519 CHF | 99,83% | 99,83% |
05/07/2024 | 9,96% | 0,09 CHF | 0,10 CHF | 500 000 | 500 000 | 527 042 | 426 769 | 50 274 CHF | 45 469 CHF | 100,00% | 100,00% |
04/07/2024 | 7,97% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 423 326 | 423 326 | 51 027 CHF | 55 261 CHF | 100,00% | 100,00% |