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 | 3,50% | 0,28 CHF | 0,29 CHF | 50 000 | 50 000 | 49 977 | 49 977 | 14 060 CHF | 14 560 CHF | 100,00% | 100,00% |
15/07/2024 | 3,63% | 0,27 CHF | 0,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 13 523 CHF | 14 023 CHF | 100,00% | 100,00% |
12/07/2024 | 3,77% | 0,26 CHF | 0,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 13 026 CHF | 13 526 CHF | 100,00% | 100,00% |
11/07/2024 | 3,83% | 0,25 CHF | 0,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 12 825 CHF | 13 325 CHF | 71,57% | 71,57% |
10/07/2024 | 3,77% | 0,26 CHF | 0,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 13 001 CHF | 13 501 CHF | 100,00% | 100,00% |
09/07/2024 | 3,92% | 0,25 CHF | 0,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 12 499 CHF | 12 999 CHF | 100,00% | 100,00% |
08/07/2024 | 4,60% | 0,24 CHF | 0,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 11 993 CHF | 12 559 CHF | 100,00% | 100,00% |
05/07/2024 | 5,49% | 0,23 CHF | 0,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 11 601 CHF | 12 257 CHF | 100,00% | 100,00% |
04/07/2024 | 5,43% | 0,24 CHF | 0,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 11 750 CHF | 12 407 CHF | 100,00% | 100,00% |
03/07/2024 | 4,03% | 0,24 CHF | 0,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 12 160 CHF | 12 660 CHF | 100,00% | 100,00% |