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 | 3,14% | 0,31 CHF | 0,32 CHF | 50 000 | 50 000 | 49 977 | 49 977 | 15 701 CHF | 16 201 CHF | 100,00% | 100,00% |
15/07/2024 | 3,23% | 0,30 CHF | 0,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 15 221 CHF | 15 721 CHF | 100,00% | 100,00% |
12/07/2024 | 3,32% | 0,29 CHF | 0,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 14 825 CHF | 15 325 CHF | 100,00% | 100,00% |
11/07/2024 | 3,40% | 0,28 CHF | 0,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 14 457 CHF | 14 957 CHF | 71,59% | 71,59% |
10/07/2024 | 3,34% | 0,29 CHF | 0,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 14 726 CHF | 15 226 CHF | 100,00% | 100,00% |
09/07/2024 | 3,47% | 0,29 CHF | 0,30 CHF | 50 000 | 50 000 | 49 994 | 49 994 | 14 153 CHF | 14 653 CHF | 100,00% | 100,00% |
08/07/2024 | 3,59% | 0,28 CHF | 0,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 13 695 CHF | 14 195 CHF | 100,00% | 100,00% |
05/07/2024 | 3,68% | 0,26 CHF | 0,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 13 333 CHF | 13 833 CHF | 100,00% | 100,00% |
04/07/2024 | 3,64% | 0,27 CHF | 0,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 13 500 CHF | 14 000 CHF | 100,00% | 100,00% |
03/07/2024 | 3,53% | 0,27 CHF | 0,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 13 908 CHF | 14 408 CHF | 100,00% | 100,00% |