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 | 6,09% | 0,21 CHF | 0,22 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 26 724 CHF | 28 403 CHF | 100,00% | 100,00% |
15/07/2024 | 5,29% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 196 716 | 196 383 | 39 955 CHF | 41 960 CHF | 64,15% | 64,15% |
12/07/2024 | 2,57% | 0,40 CHF | 0,41 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 96 190 CHF | 98 690 CHF | 99,01% | 99,01% |
11/07/2024 | 2,67% | 0,37 CHF | 0,38 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 92 439 CHF | 94 939 CHF | 91,88% | 91,88% |
10/07/2024 | 2,85% | 0,36 CHF | 0,37 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 86 368 CHF | 88 868 CHF | 100,00% | 100,00% |
09/07/2024 | 2,72% | 0,35 CHF | 0,36 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 90 693 CHF | 93 193 CHF | 100,00% | 100,00% |
08/07/2024 | 2,64% | 0,37 CHF | 0,38 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 93 355 CHF | 95 855 CHF | 98,36% | 98,36% |
05/07/2024 | 2,47% | 0,37 CHF | 0,38 CHF | 250 000 | 250 000 | 248 882 | 248 882 | 99 585 CHF | 102 074 CHF | 98,86% | 98,86% |
04/07/2024 | 2,58% | 0,39 CHF | 0,40 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 95 691 CHF | 98 191 CHF | 100,00% | 100,00% |
03/07/2024 | 2,69% | 0,38 CHF | 0,39 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 91 892 CHF | 94 392 CHF | 99,82% | 99,82% |