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 | 8,00% | 0,12 CHF | 0,13 CHF | 400 000 | 400 000 | 400 000 | 400 000 | 48 000 CHF | 52 000 CHF | 100,00% | 100,00% |
15/07/2024 | 8,65% | 0,12 CHF | 0,13 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 55 370 CHF | 60 370 CHF | 100,00% | 100,00% |
12/07/2024 | 9,22% | 0,10 CHF | 0,11 CHF | 450 000 | 450 000 | 450 000 | 450 000 | 46 631 CHF | 51 131 CHF | 100,00% | 100,00% |
11/07/2024 | 9,43% | 0,11 CHF | 0,12 CHF | 450 000 | 450 000 | 450 000 | 450 000 | 45 488 CHF | 49 988 CHF | 100,00% | 100,00% |
10/07/2024 | 8,23% | 0,11 CHF | 0,12 CHF | 400 000 | 400 000 | 400 000 | 400 000 | 46 661 CHF | 50 661 CHF | 100,00% | 100,00% |
09/07/2024 | 8,00% | 0,12 CHF | 0,13 CHF | 400 000 | 400 000 | 400 000 | 400 000 | 47 982 CHF | 51 982 CHF | 100,00% | 100,00% |
08/07/2024 | 8,09% | 0,12 CHF | 0,13 CHF | 350 000 | 350 000 | 350 000 | 350 000 | 41 562 CHF | 45 062 CHF | 100,00% | 100,00% |
05/07/2024 | 7,41% | 0,13 CHF | 0,14 CHF | 350 000 | 350 000 | 350 000 | 350 000 | 45 500 CHF | 49 000 CHF | 100,00% | 100,00% |
04/07/2024 | 7,25% | 0,13 CHF | 0,14 CHF | 350 000 | 350 000 | 350 000 | 350 000 | 46 592 CHF | 50 092 CHF | 100,00% | 100,00% |
03/07/2024 | 7,13% | 0,14 CHF | 0,15 CHF | 350 000 | 350 000 | 350 000 | 350 000 | 47 421 CHF | 50 921 CHF | 100,00% | 100,00% |