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 | 4,56% | 0,37 CHF | 0,39 CHF | 140 000 | 75 000 | 142 138 | 75 000 | 50 954 CHF | 28 151 CHF | 100,00% | 100,00% |
15/07/2024 | 5,81% | 0,36 CHF | 0,38 CHF | 140 000 | 75 000 | 108 679 | 62 281 | 38 662 CHF | 23 325 CHF | 98,41% | 98,41% |
12/07/2024 | 4,40% | 0,37 CHF | 0,39 CHF | 140 000 | 75 000 | 141 509 | 75 000 | 51 432 CHF | 28 506 CHF | 76,28% | 76,28% |
11/07/2024 | 5,32% | 0,35 CHF | 0,37 CHF | 150 000 | 75 000 | 160 822 | 75 000 | 49 554 CHF | 24 426 CHF | 60,80% | 60,80% |
10/07/2024 | 5,57% | 0,29 CHF | 0,31 CHF | 164 124 | 75 000 | 164 507 | 75 000 | 47 254 CHF | 22 777 CHF | 100,00% | 100,00% |
09/07/2024 | 5,56% | 0,27 CHF | 0,29 CHF | 165 794 | 75 000 | 164 638 | 75 000 | 47 154 CHF | 22 709 CHF | 100,00% | 100,00% |
08/07/2024 | 5,80% | 0,29 CHF | 0,30 CHF | 164 555 | 75 000 | 163 443 | 75 000 | 48 085 CHF | 23 383 CHF | 100,00% | 100,00% |
05/07/2024 | 5,50% | 0,29 CHF | 0,31 CHF | 163 973 | 75 000 | 163 373 | 75 000 | 49 094 CHF | 23 813 CHF | 87,04% | 87,04% |
04/07/2024 | 5,00% | 0,31 CHF | 0,32 CHF | 163 235 | 75 000 | 162 192 | 75 000 | 50 446 CHF | 24 529 CHF | 74,08% | 74,08% |
03/07/2024 | 5,89% | 0,30 CHF | 0,32 CHF | 163 661 | 75 000 | 164 236 | 75 000 | 49 029 CHF | 23 752 CHF | 84,82% | 84,82% |