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 | 5,33% | 0,19 CHF | 0,20 CHF | 270 000 | 50 000 | 278 521 | 50 000 | 50 828 CHF | 9 635 CHF | 99,72% | 99,72% |
15/07/2024 | 6,81% | 0,20 CHF | 0,21 CHF | 250 000 | 50 000 | 131 019 | 36 743 | 26 360 CHF | 7 977 CHF | 96,12% | 96,12% |
12/07/2024 | 5,28% | 0,20 CHF | 0,21 CHF | 250 000 | 50 000 | 274 869 | 50 000 | 50 702 CHF | 9 731 CHF | 81,74% | 81,74% |
11/07/2024 | 5,16% | 0,19 CHF | 0,20 CHF | 270 000 | 50 000 | 271 019 | 50 000 | 51 190 CHF | 9 946 CHF | 83,80% | 83,80% |
10/07/2024 | 4,44% | 0,19 CHF | 0,20 CHF | 270 000 | 50 000 | 229 666 | 50 000 | 50 601 CHF | 11 557 CHF | 98,55% | 98,55% |
09/07/2024 | 4,06% | 0,25 CHF | 0,26 CHF | 200 000 | 50 000 | 208 531 | 50 000 | 50 355 CHF | 12 582 CHF | 100,00% | 100,00% |
08/07/2024 | 4,20% | 0,24 CHF | 0,25 CHF | 210 000 | 50 000 | 216 849 | 50 000 | 50 518 CHF | 12 158 CHF | 100,00% | 100,00% |
05/07/2024 | 4,00% | 0,25 CHF | 0,26 CHF | 200 000 | 50 000 | 206 056 | 50 000 | 50 507 CHF | 12 771 CHF | 98,87% | 98,87% |
04/07/2024 | 6,00% | 0,27 CHF | 0,28 CHF | 190 000 | 50 000 | 37 171 | 26 857 | 9 827 CHF | 7 453 CHF | 100,00% | 100,00% |
03/07/2024 | 6,01% | 0,26 CHF | 0,27 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 6 600 CHF | 7 010 CHF | 99,73% | 99,73% |