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 | 7,02% | 0,16 CHF | 0,17 CHF | 320 000 | 50 000 | 320 379 | 50 000 | 51 193 CHF | 8 573 CHF | 98,86% | 98,86% |
15/07/2024 | 7,96% | 0,18 CHF | 0,19 CHF | 280 000 | 50 000 | 263 300 | 50 000 | 50 527 CHF | 10 427 CHF | 97,10% | 97,10% |
12/07/2024 | 7,33% | 0,19 CHF | 0,21 CHF | 270 000 | 50 000 | 276 440 | 50 000 | 50 741 CHF | 9 881 CHF | 94,50% | 94,50% |
11/07/2024 | 6,43% | 0,20 CHF | 0,21 CHF | 250 000 | 50 000 | 270 169 | 50 000 | 50 701 CHF | 10 034 CHF | 98,90% | 98,90% |
10/07/2024 | 7,09% | 0,17 CHF | 0,19 CHF | 300 000 | 50 000 | 297 658 | 50 000 | 50 909 CHF | 9 188 CHF | 100,00% | 100,00% |
09/07/2024 | 7,29% | 0,17 CHF | 0,18 CHF | 300 000 | 50 000 | 284 730 | 50 000 | 50 785 CHF | 9 606 CHF | 100,00% | 100,00% |
08/07/2024 | 6,08% | 0,19 CHF | 0,20 CHF | 270 000 | 50 000 | 249 139 | 50 000 | 50 280 CHF | 10 737 CHF | 100,00% | 100,00% |
05/07/2024 | 6,88% | 0,20 CHF | 0,21 CHF | 250 000 | 50 000 | 244 537 | 50 000 | 50 326 CHF | 11 038 CHF | 98,87% | 98,87% |
04/07/2024 | 5,66% | 0,25 CHF | 0,27 CHF | 200 000 | 50 000 | 205 633 | 50 000 | 50 191 CHF | 12 930 CHF | 100,00% | 100,00% |
03/07/2024 | 6,07% | 0,23 CHF | 0,25 CHF | 220 000 | 50 000 | 223 065 | 50 000 | 50 582 CHF | 12 058 CHF | 99,73% | 99,73% |