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 | 9,47% | 0,32 CHF | 0,35 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 3 906 CHF | 4 294 CHF | 99,58% | 99,58% |
15/07/2024 | 7,72% | 0,35 CHF | 0,38 CHF | 12 500 | 12 500 | 61 958 | 17 091 | 21 765 CHF | 6 507 CHF | 89,84% | 89,84% |
12/07/2024 | 4,54% | 0,49 CHF | 0,51 CHF | 110 000 | 25 000 | 112 808 | 25 000 | 51 990 CHF | 12 067 CHF | 98,91% | 98,91% |
11/07/2024 | 4,53% | 0,46 CHF | 0,48 CHF | 110 000 | 25 000 | 115 289 | 25 000 | 52 261 CHF | 11 868 CHF | 94,05% | 94,05% |
10/07/2024 | 5,49% | 0,40 CHF | 0,42 CHF | 130 000 | 25 000 | 138 735 | 25 000 | 51 814 CHF | 9 868 CHF | 90,36% | 90,36% |
09/07/2024 | 5,19% | 0,37 CHF | 0,39 CHF | 140 000 | 25 000 | 129 811 | 25 000 | 51 740 CHF | 10 515 CHF | 100,00% | 100,00% |
08/07/2024 | 5,34% | 0,37 CHF | 0,39 CHF | 140 000 | 25 000 | 131 357 | 25 000 | 51 709 CHF | 10 389 CHF | 100,00% | 100,00% |
05/07/2024 | 4,63% | 0,42 CHF | 0,44 CHF | 120 000 | 25 000 | 114 364 | 25 000 | 51 588 CHF | 11 835 CHF | 98,86% | 98,86% |
04/07/2024 | 4,81% | 0,45 CHF | 0,47 CHF | 120 000 | 25 000 | 117 664 | 25 000 | 52 531 CHF | 11 722 CHF | 98,11% | 98,11% |
03/07/2024 | 4,55% | 0,45 CHF | 0,47 CHF | 120 000 | 25 000 | 113 717 | 25 000 | 52 644 CHF | 12 125 CHF | 99,82% | 99,82% |