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 | 4,06% | 0,40 CHF | 0,41 CHF | 130 000 | 75 000 | 133 824 | 75 000 | 51 727 CHF | 30 204 CHF | 100,00% | 100,00% |
15/07/2024 | 5,31% | 0,39 CHF | 0,41 CHF | 130 000 | 75 000 | 102 323 | 62 281 | 39 334 CHF | 25 092 CHF | 98,41% | 98,41% |
12/07/2024 | 4,59% | 0,40 CHF | 0,42 CHF | 130 000 | 75 000 | 132 449 | 75 000 | 51 369 CHF | 30 482 CHF | 99,38% | 99,38% |
11/07/2024 | 4,50% | 0,38 CHF | 0,39 CHF | 140 000 | 75 000 | 149 947 | 75 000 | 51 665 CHF | 27 120 CHF | 99,15% | 99,15% |
10/07/2024 | 4,59% | 0,32 CHF | 0,34 CHF | 160 000 | 75 000 | 163 496 | 75 000 | 51 181 CHF | 24 585 CHF | 46,15% | 46,15% |
09/07/2024 | 5,37% | 0,32 CHF | 0,33 CHF | 165 151 | 75 000 | 164 694 | 75 000 | 51 112 CHF | 24 565 CHF | 12,07% | 12,07% |
08/07/2024 | 4,73% | 0,32 CHF | 0,33 CHF | 164 408 | 75 000 | 160 012 | 75 000 | 51 916 CHF | 25 512 CHF | 90,31% | 90,31% |
05/07/2024 | 4,98% | 0,32 CHF | 0,34 CHF | 160 000 | 75 000 | 158 004 | 75 000 | 52 110 CHF | 26 011 CHF | 99,62% | 99,62% |
04/07/2024 | 4,14% | 0,33 CHF | 0,35 CHF | 160 000 | 75 000 | 152 375 | 75 000 | 51 864 CHF | 26 617 CHF | 100,00% | 100,00% |
03/07/2024 | 5,20% | 0,31 CHF | 0,33 CHF | 165 376 | 75 000 | 157 574 | 75 000 | 52 067 CHF | 26 119 CHF | 78,97% | 78,97% |