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 | 6,19% | 0,20 CHF | 0,21 CHF | 169 170 | 50 000 | 175 725 | 50 000 | 32 968 CHF | 9 982 CHF | 100,00% | 100,00% |
15/07/2024 | 6,32% | 0,18 CHF | 0,19 CHF | 182 387 | 50 000 | 181 015 | 50 000 | 31 779 CHF | 9 359 CHF | 98,73% | 98,73% |
12/07/2024 | 9,20% | 0,15 CHF | 0,17 CHF | 25 000 | 25 000 | 144 210 | 42 042 | 20 745 CHF | 6 649 CHF | 20,87% | 20,87% |
11/07/2024 | 18,27% | 0,08 CHF | 0,10 CHF | 283 492 | 50 000 | 335 186 | 50 000 | 23 219 CHF | 4 162 CHF | 99,15% | 99,15% |
10/07/2024 | 17,36% | 0,07 CHF | 0,08 CHF | 345 033 | 50 000 | 349 017 | 50 000 | 22 764 CHF | 3 878 CHF | 100,00% | 100,00% |
09/07/2024 | 16,87% | 0,07 CHF | 0,08 CHF | 322 222 | 50 000 | 321 301 | 50 000 | 22 520 CHF | 4 157 CHF | 100,00% | 100,00% |
08/07/2024 | 14,63% | 0,07 CHF | 0,09 CHF | 321 218 | 50 000 | 323 506 | 50 000 | 23 155 CHF | 4 146 CHF | 100,00% | 100,00% |
05/07/2024 | 12,72% | 0,07 CHF | 0,08 CHF | 321 194 | 50 000 | 306 539 | 50 000 | 24 095 CHF | 4 464 CHF | 99,62% | 99,62% |
04/07/2024 | 18,67% | 0,08 CHF | 0,09 CHF | 317 685 | 50 000 | 330 897 | 50 000 | 23 341 CHF | 4 260 CHF | 100,00% | 100,00% |
03/07/2024 | 16,03% | 0,07 CHF | 0,08 CHF | 351 717 | 50 000 | 346 425 | 50 000 | 24 198 CHF | 4 104 CHF | 99,73% | 99,73% |