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 | 6,58% | 0,28 CHF | 0,30 CHF | 154 681 | 50 000 | 155 532 | 50 000 | 42 259 CHF | 14 511 CHF | 100,00% | 100,00% |
15/07/2024 | 4,90% | 0,28 CHF | 0,29 CHF | 154 913 | 50 000 | 154 042 | 50 000 | 44 537 CHF | 15 183 CHF | 98,72% | 98,72% |
12/07/2024 | 5,02% | 0,30 CHF | 0,32 CHF | 152 581 | 50 000 | 153 564 | 50 000 | 45 439 CHF | 15 556 CHF | 99,38% | 99,38% |
11/07/2024 | 6,60% | 0,29 CHF | 0,30 CHF | 154 050 | 50 000 | 156 495 | 50 000 | 41 477 CHF | 14 158 CHF | 99,15% | 99,15% |
10/07/2024 | 6,03% | 0,26 CHF | 0,28 CHF | 157 429 | 50 000 | 157 492 | 50 000 | 40 559 CHF | 13 679 CHF | 100,00% | 100,00% |
09/07/2024 | 6,77% | 0,24 CHF | 0,25 CHF | 159 407 | 50 000 | 157 116 | 50 000 | 40 498 CHF | 13 790 CHF | 100,00% | 100,00% |
08/07/2024 | 5,52% | 0,28 CHF | 0,29 CHF | 155 548 | 50 000 | 155 245 | 50 000 | 43 027 CHF | 14 644 CHF | 100,00% | 100,00% |
05/07/2024 | 4,46% | 0,28 CHF | 0,29 CHF | 155 854 | 50 000 | 155 059 | 50 000 | 44 651 CHF | 15 058 CHF | 99,62% | 99,62% |
04/07/2024 | 5,30% | 0,28 CHF | 0,29 CHF | 156 033 | 50 000 | 155 951 | 50 000 | 43 760 CHF | 14 793 CHF | 100,00% | 100,00% |
03/07/2024 | 6,68% | 0,27 CHF | 0,29 CHF | 156 660 | 50 000 | 158 072 | 50 000 | 41 197 CHF | 13 933 CHF | 99,73% | 99,73% |