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 | 6,02% | 0,22 CHF | 0,23 CHF | 50 000 | 50 000 | 49 977 | 49 977 | 10 567 CHF | 11 224 CHF | 100,00% | 100,00% |
15/07/2024 | 5,79% | 0,23 CHF | 0,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 10 995 CHF | 11 652 CHF | 100,00% | 100,00% |
12/07/2024 | 5,51% | 0,24 CHF | 0,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 11 580 CHF | 12 237 CHF | 100,00% | 100,00% |
11/07/2024 | 4,86% | 0,24 CHF | 0,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 11 938 CHF | 12 532 CHF | 71,61% | 71,61% |
10/07/2024 | 5,44% | 0,24 CHF | 0,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 11 748 CHF | 12 405 CHF | 100,00% | 100,00% |
09/07/2024 | 3,96% | 0,24 CHF | 0,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 12 382 CHF | 12 882 CHF | 100,00% | 100,00% |
08/07/2024 | 3,84% | 0,25 CHF | 0,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 12 764 CHF | 13 264 CHF | 100,00% | 100,00% |
05/07/2024 | 3,70% | 0,27 CHF | 0,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 13 267 CHF | 13 767 CHF | 100,00% | 100,00% |
04/07/2024 | 3,77% | 0,26 CHF | 0,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 13 000 CHF | 13 500 CHF | 100,00% | 100,00% |
03/07/2024 | 3,79% | 0,26 CHF | 0,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 12 959 CHF | 13 459 CHF | 100,00% | 100,00% |