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 | 5,28% | 0,48 CHF | 0,51 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 11 966 CHF | 12 614 CHF | 100,00% | 100,00% |
15/07/2024 | 6,31% | 0,45 CHF | 0,47 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 10 495 CHF | 11 178 CHF | 99,72% | 99,72% |
12/07/2024 | 6,47% | 0,39 CHF | 0,41 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 9 878 CHF | 10 538 CHF | 99,01% | 99,01% |
11/07/2024 | 5,63% | 0,40 CHF | 0,42 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 10 564 CHF | 11 175 CHF | 99,08% | 99,08% |
10/07/2024 | 5,97% | 0,40 CHF | 0,42 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 10 167 CHF | 10 793 CHF | 100,00% | 100,00% |
09/07/2024 | 6,07% | 0,41 CHF | 0,43 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 10 575 CHF | 11 237 CHF | 100,00% | 100,00% |
08/07/2024 | 5,28% | 0,42 CHF | 0,45 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 11 699 CHF | 12 331 CHF | 100,00% | 100,00% |
05/07/2024 | 4,79% | 0,49 CHF | 0,51 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 13 009 CHF | 13 646 CHF | 95,71% | 95,71% |
04/07/2024 | 4,37% | 0,52 CHF | 0,55 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 14 492 CHF | 15 131 CHF | 98,19% | 98,19% |
03/07/2024 | 1,77% | 0,87 CHF | 0,88 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 51 891 CHF | 44 015 CHF | 100,00% | 100,00% |