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 | 6,15% | 0,27 CHF | 0,28 CHF | 190 000 | 50 000 | 171 804 | 45 211 | 45 577 CHF | 12 482 CHF | 100,00% | 100,00% |
15/07/2024 | 3,58% | 0,30 CHF | 0,31 CHF | 170 000 | 50 000 | 185 509 | 50 000 | 50 912 CHF | 14 243 CHF | 99,77% | 99,77% |
12/07/2024 | 3,63% | 0,28 CHF | 0,29 CHF | 180 000 | 50 000 | 189 005 | 49 990 | 51 194 CHF | 14 046 CHF | 97,74% | 97,74% |
11/07/2024 | 4,74% | 0,29 CHF | 0,30 CHF | 180 000 | 50 000 | 182 051 | 47 583 | 48 739 CHF | 13 277 CHF | 97,19% | 97,19% |
10/07/2024 | 3,65% | 0,27 CHF | 0,28 CHF | 190 000 | 50 000 | 190 799 | 50 000 | 51 315 CHF | 13 960 CHF | 100,00% | 100,00% |
09/07/2024 | 3,60% | 0,24 CHF | 0,25 CHF | 210 000 | 50 000 | 187 233 | 50 000 | 51 050 CHF | 14 155 CHF | 100,00% | 100,00% |
08/07/2024 | 3,32% | 0,29 CHF | 0,30 CHF | 180 000 | 50 000 | 173 472 | 50 000 | 51 391 CHF | 15 320 CHF | 100,00% | 100,00% |
05/07/2024 | 3,24% | 0,33 CHF | 0,34 CHF | 160 000 | 50 000 | 169 545 | 49 983 | 51 632 CHF | 15 751 CHF | 91,76% | 91,76% |
04/07/2024 | 3,23% | 0,30 CHF | 0,31 CHF | 170 000 | 50 000 | 170 439 | 50 000 | 52 003 CHF | 15 757 CHF | 98,64% | 98,64% |
03/07/2024 | 3,44% | 0,29 CHF | 0,30 CHF | 180 000 | 50 000 | 179 339 | 50 000 | 51 240 CHF | 14 797 CHF | 98,07% | 98,07% |