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 | 7,00% | 0,30 CHF | 0,32 CHF | 40 000 | 40 000 | 39 695 | 39 695 | 11 126 CHF | 11 926 CHF | 100,00% | 100,00% |
15/07/2024 | 5,23% | 0,35 CHF | 0,37 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 14 950 CHF | 15 750 CHF | 100,00% | 100,00% |
12/07/2024 | 4,82% | 0,41 CHF | 0,43 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 16 187 CHF | 16 987 CHF | 100,00% | 100,00% |
11/07/2024 | 4,56% | 0,41 CHF | 0,43 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 17 149 CHF | 17 949 CHF | 100,00% | 100,00% |
10/07/2024 | 4,82% | 0,41 CHF | 0,43 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 16 194 CHF | 16 994 CHF | 100,00% | 100,00% |
09/07/2024 | 4,53% | 0,38 CHF | 0,40 CHF | 30 000 | 30 000 | 29 892 | 29 892 | 13 004 CHF | 13 604 CHF | 100,00% | 100,00% |
08/07/2024 | 4,23% | 0,46 CHF | 0,48 CHF | 40 000 | 40 000 | 39 934 | 39 934 | 18 566 CHF | 19 366 CHF | 100,00% | 100,00% |
05/07/2024 | 5,06% | 0,41 CHF | 0,43 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 15 463 CHF | 16 263 CHF | 100,00% | 100,00% |
04/07/2024 | 5,57% | 0,33 CHF | 0,35 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 13 980 CHF | 14 780 CHF | 100,00% | 100,00% |
03/07/2024 | 5,74% | 0,34 CHF | 0,36 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 13 540 CHF | 14 340 CHF | 100,00% | 100,00% |