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 | 8,66% | 0,20 CHF | 0,21 CHF | 250 000 | 100 000 | 225 304 | 90 635 | 44 745 CHF | 18 998 CHF | 99,57% | 99,57% |
15/07/2024 | 4,56% | 0,21 CHF | 0,22 CHF | 240 000 | 100 000 | 235 387 | 100 000 | 50 487 CHF | 22 461 CHF | 99,76% | 99,76% |
12/07/2024 | 4,70% | 0,22 CHF | 0,23 CHF | 230 000 | 100 000 | 241 134 | 99 965 | 50 270 CHF | 21 870 CHF | 98,93% | 98,93% |
11/07/2024 | 5,41% | 0,23 CHF | 0,24 CHF | 220 000 | 100 000 | 257 606 | 99 067 | 49 965 CHF | 20 547 CHF | 97,59% | 97,59% |
10/07/2024 | 5,26% | 0,17 CHF | 0,18 CHF | 300 000 | 100 000 | 275 218 | 100 000 | 50 930 CHF | 19 552 CHF | 99,99% | 99,99% |
09/07/2024 | 5,19% | 0,19 CHF | 0,20 CHF | 270 000 | 100 000 | 271 684 | 100 000 | 51 033 CHF | 19 794 CHF | 100,00% | 100,00% |
08/07/2024 | 4,63% | 0,20 CHF | 0,21 CHF | 250 000 | 100 000 | 239 065 | 100 000 | 50 397 CHF | 22 093 CHF | 100,00% | 100,00% |
05/07/2024 | 5,12% | 0,19 CHF | 0,20 CHF | 270 000 | 100 000 | 267 235 | 99 972 | 50 990 CHF | 20 091 CHF | 98,85% | 98,85% |
04/07/2024 | 5,66% | 0,18 CHF | 0,19 CHF | 280 000 | 100 000 | 295 734 | 100 000 | 50 748 CHF | 18 214 CHF | 99,14% | 99,14% |
03/07/2024 | 6,38% | 0,17 CHF | 0,18 CHF | 300 000 | 100 000 | 334 945 | 100 000 | 50 826 CHF | 16 269 CHF | 99,42% | 99,42% |