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 | 4,97% | 0,41 CHF | 0,43 CHF | 130 000 | 75 000 | 129 988 | 75 000 | 52 463 CHF | 31 814 CHF | 99,24% | 99,24% |
15/07/2024 | 4,54% | 0,42 CHF | 0,44 CHF | 120 000 | 75 000 | 112 504 | 75 000 | 51 677 CHF | 36 092 CHF | 95,20% | 95,20% |
12/07/2024 | 4,43% | 0,46 CHF | 0,48 CHF | 110 000 | 75 000 | 110 471 | 75 000 | 51 326 CHF | 36 430 CHF | 99,01% | 99,01% |
11/07/2024 | 4,58% | 0,43 CHF | 0,45 CHF | 120 000 | 75 000 | 118 283 | 75 000 | 52 762 CHF | 35 039 CHF | 90,00% | 90,00% |
10/07/2024 | 5,41% | 0,40 CHF | 0,42 CHF | 130 000 | 75 000 | 138 995 | 75 000 | 51 056 CHF | 29 094 CHF | 100,00% | 100,00% |
09/07/2024 | 5,37% | 0,36 CHF | 0,39 CHF | 140 000 | 75 000 | 139 841 | 75 000 | 52 502 CHF | 29 712 CHF | 100,00% | 100,00% |
08/07/2024 | 5,47% | 0,37 CHF | 0,39 CHF | 140 000 | 75 000 | 141 389 | 75 000 | 51 493 CHF | 28 864 CHF | 99,71% | 99,71% |
05/07/2024 | 5,41% | 0,35 CHF | 0,37 CHF | 150 000 | 75 000 | 141 719 | 75 000 | 51 730 CHF | 28 913 CHF | 98,81% | 98,81% |
04/07/2024 | 5,61% | 0,37 CHF | 0,39 CHF | 140 000 | 75 000 | 141 936 | 75 000 | 51 119 CHF | 28 583 CHF | 100,00% | 100,00% |
03/07/2024 | 5,91% | 0,33 CHF | 0,35 CHF | 160 000 | 75 000 | 153 077 | 75 000 | 51 639 CHF | 26 854 CHF | 99,73% | 99,73% |