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 | 10,47% | 0,14 CHF | 0,16 CHF | 360 000 | 50 000 | 354 252 | 50 000 | 50 572 CHF | 7 932 CHF | 98,86% | 98,86% |
15/07/2024 | 7,28% | 0,16 CHF | 0,18 CHF | 320 000 | 50 000 | 265 734 | 50 000 | 50 538 CHF | 10 280 CHF | 97,10% | 97,10% |
12/07/2024 | 7,54% | 0,19 CHF | 0,21 CHF | 270 000 | 50 000 | 281 945 | 50 000 | 50 733 CHF | 9 713 CHF | 94,50% | 94,50% |
11/07/2024 | 7,69% | 0,20 CHF | 0,22 CHF | 250 000 | 50 000 | 276 397 | 50 000 | 50 702 CHF | 9 958 CHF | 98,99% | 98,99% |
10/07/2024 | 7,63% | 0,17 CHF | 0,18 CHF | 300 000 | 50 000 | 314 776 | 50 000 | 51 107 CHF | 8 773 CHF | 100,00% | 100,00% |
09/07/2024 | 8,27% | 0,16 CHF | 0,18 CHF | 320 000 | 50 000 | 295 507 | 50 000 | 50 876 CHF | 9 371 CHF | 100,00% | 100,00% |
08/07/2024 | 6,31% | 0,19 CHF | 0,20 CHF | 270 000 | 50 000 | 248 725 | 50 000 | 50 357 CHF | 10 803 CHF | 100,00% | 100,00% |
05/07/2024 | 6,59% | 0,20 CHF | 0,21 CHF | 250 000 | 50 000 | 243 837 | 50 000 | 50 447 CHF | 11 071 CHF | 98,87% | 98,87% |
04/07/2024 | 5,38% | 0,27 CHF | 0,28 CHF | 190 000 | 50 000 | 196 940 | 50 000 | 51 281 CHF | 13 759 CHF | 100,00% | 100,00% |
03/07/2024 | 5,56% | 0,25 CHF | 0,26 CHF | 200 000 | 50 000 | 212 594 | 50 000 | 50 419 CHF | 12 549 CHF | 99,73% | 99,73% |