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 | 5,92% | 0,57 CHF | 0,61 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 14 418 CHF | 15 296 CHF | 90,29% | 90,29% |
15/07/2024 | 5,83% | 0,60 CHF | 0,64 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 15 757 CHF | 16 703 CHF | 99,62% | 99,62% |
12/07/2024 | 5,39% | 0,66 CHF | 0,70 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 16 281 CHF | 17 181 CHF | 98,69% | 98,69% |
11/07/2024 | 5,73% | 0,65 CHF | 0,69 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 15 621 CHF | 16 542 CHF | 99,08% | 99,08% |
10/07/2024 | 5,38% | 0,65 CHF | 0,68 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 15 950 CHF | 16 831 CHF | 100,00% | 100,00% |
09/07/2024 | 5,62% | 0,64 CHF | 0,67 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 15 566 CHF | 16 465 CHF | 100,00% | 100,00% |
08/07/2024 | 5,90% | 0,62 CHF | 0,66 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 14 513 CHF | 15 394 CHF | 89,75% | 89,75% |
05/07/2024 | 6,34% | 0,56 CHF | 0,60 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 13 374 CHF | 14 248 CHF | 95,19% | 95,19% |
04/07/2024 | 6,80% | 0,53 CHF | 0,57 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 11 948 CHF | 12 785 CHF | 97,88% | 97,88% |
03/07/2024 | 5,51% | 0,24 CHF | 0,26 CHF | 171 467 | 50 000 | 172 166 | 50 000 | 42 235 CHF | 12 962 CHF | 100,00% | 100,00% |