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 | 9,90% | 0,26 CHF | 0,28 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 5 240 CHF | 5 783 CHF | 83,90% | 83,90% |
15/07/2024 | 3,83% | 0,26 CHF | 0,27 CHF | 99 378 | 50 000 | 98 858 | 50 000 | 26 106 CHF | 13 721 CHF | 95,72% | 95,72% |
12/07/2024 | 4,31% | 0,28 CHF | 0,30 CHF | 96 477 | 50 000 | 104 391 | 50 000 | 25 873 CHF | 12 951 CHF | 95,76% | 95,76% |
11/07/2024 | 4,57% | 0,25 CHF | 0,26 CHF | 105 616 | 50 000 | 111 385 | 50 000 | 25 185 CHF | 11 841 CHF | 84,23% | 84,23% |
10/07/2024 | 4,57% | 0,24 CHF | 0,25 CHF | 104 980 | 50 000 | 110 754 | 50 000 | 25 529 CHF | 12 102 CHF | 96,55% | 96,55% |
09/07/2024 | 4,48% | 0,20 CHF | 0,21 CHF | 117 785 | 50 000 | 107 362 | 50 000 | 26 492 CHF | 12 916 CHF | 97,08% | 97,08% |
08/07/2024 | 4,90% | 0,25 CHF | 0,27 CHF | 104 328 | 50 000 | 103 539 | 50 000 | 26 563 CHF | 13 475 CHF | 84,32% | 84,32% |
05/07/2024 | 3,66% | 0,26 CHF | 0,27 CHF | 103 026 | 50 000 | 101 028 | 50 000 | 28 482 CHF | 14 655 CHF | 63,95% | 63,95% |
04/07/2024 | 5,03% | 0,23 CHF | 0,24 CHF | 111 442 | 50 000 | 112 216 | 50 000 | 25 722 CHF | 12 055 CHF | 89,88% | 89,88% |
03/07/2024 | 6,31% | 0,20 CHF | 0,21 CHF | 124 284 | 50 000 | 129 124 | 50 000 | 24 339 CHF | 10 058 CHF | 25,02% | 25,02% |