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 | 7,12% | 0,24 CHF | 0,25 CHF | 210 000 | 50 000 | 193 129 | 45 211 | 44 720 CHF | 10 958 CHF | 100,00% | 100,00% |
15/07/2024 | 4,08% | 0,27 CHF | 0,28 CHF | 190 000 | 50 000 | 209 762 | 50 000 | 50 393 CHF | 12 535 CHF | 99,76% | 99,76% |
12/07/2024 | 4,23% | 0,24 CHF | 0,25 CHF | 210 000 | 50 000 | 218 218 | 49 990 | 50 544 CHF | 12 084 CHF | 97,74% | 97,74% |
11/07/2024 | 5,47% | 0,26 CHF | 0,27 CHF | 200 000 | 50 000 | 203 678 | 47 574 | 47 753 CHF | 11 691 CHF | 96,83% | 96,83% |
10/07/2024 | 4,17% | 0,24 CHF | 0,25 CHF | 210 000 | 50 000 | 215 127 | 50 000 | 50 484 CHF | 12 244 CHF | 100,00% | 100,00% |
09/07/2024 | 4,10% | 0,21 CHF | 0,22 CHF | 240 000 | 50 000 | 210 499 | 50 000 | 50 337 CHF | 12 483 CHF | 100,00% | 100,00% |
08/07/2024 | 3,71% | 0,25 CHF | 0,26 CHF | 200 000 | 50 000 | 194 312 | 50 000 | 51 395 CHF | 13 733 CHF | 100,00% | 100,00% |
05/07/2024 | 3,66% | 0,30 CHF | 0,31 CHF | 170 000 | 50 000 | 192 436 | 49 983 | 51 771 CHF | 13 987 CHF | 90,82% | 90,82% |
04/07/2024 | 3,68% | 0,26 CHF | 0,27 CHF | 200 000 | 50 000 | 192 921 | 50 000 | 51 453 CHF | 13 841 CHF | 94,81% | 94,81% |
03/07/2024 | 3,98% | 0,25 CHF | 0,26 CHF | 200 000 | 50 000 | 205 218 | 50 000 | 50 557 CHF | 12 831 CHF | 98,07% | 98,07% |