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 | 18,86% | 0,17 CHF | 0,20 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 42 418 CHF | 51 264 CHF | 100,00% | 100,00% |
15/07/2024 | 14,14% | 0,18 CHF | 0,19 CHF | 250 000 | 250 000 | 191 435 | 191 435 | 32 894 CHF | 37 041 CHF | 85,02% | 85,02% |
12/07/2024 | 4,43% | 0,35 CHF | 0,37 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 85 174 CHF | 89 041 CHF | 99,01% | 99,01% |
11/07/2024 | 4,47% | 0,33 CHF | 0,34 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 81 873 CHF | 85 618 CHF | 91,88% | 91,88% |
10/07/2024 | 5,37% | 0,31 CHF | 0,33 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 76 510 CHF | 80 734 CHF | 100,00% | 100,00% |
09/07/2024 | 4,61% | 0,31 CHF | 0,32 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 80 364 CHF | 84 160 CHF | 100,00% | 100,00% |
08/07/2024 | 4,98% | 0,33 CHF | 0,34 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 82 672 CHF | 86 899 CHF | 100,00% | 100,00% |
05/07/2024 | 4,41% | 0,33 CHF | 0,34 CHF | 250 000 | 250 000 | 248 881 | 248 881 | 88 491 CHF | 92 440 CHF | 98,86% | 98,86% |
04/07/2024 | 5,01% | 0,34 CHF | 0,36 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 84 468 CHF | 88 809 CHF | 100,00% | 100,00% |
03/07/2024 | 4,76% | 0,33 CHF | 0,35 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 81 701 CHF | 85 685 CHF | 99,82% | 99,82% |