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 | 5,90% | 0,22 CHF | 0,23 CHF | 230 000 | 50 000 | 202 586 | 45 413 | 41 950 CHF | 9 909 CHF | 97,80% | 97,80% |
15/07/2024 | 3,97% | 0,25 CHF | 0,26 CHF | 200 000 | 50 000 | 191 179 | 50 000 | 50 776 CHF | 13 848 CHF | 98,98% | 98,98% |
12/07/2024 | 3,96% | 0,29 CHF | 0,30 CHF | 180 000 | 50 000 | 180 484 | 50 000 | 51 685 CHF | 14 898 CHF | 98,77% | 98,77% |
11/07/2024 | 3,47% | 0,29 CHF | 0,30 CHF | 180 000 | 50 000 | 171 510 | 50 000 | 51 665 CHF | 15 598 CHF | 99,09% | 99,09% |
10/07/2024 | 3,52% | 0,29 CHF | 0,30 CHF | 180 000 | 50 000 | 179 424 | 50 000 | 51 200 CHF | 14 782 CHF | 100,00% | 100,00% |
09/07/2024 | 3,36% | 0,27 CHF | 0,28 CHF | 190 000 | 50 000 | 169 971 | 50 000 | 51 859 CHF | 15 786 CHF | 100,00% | 100,00% |
08/07/2024 | 3,25% | 0,32 CHF | 0,33 CHF | 160 000 | 50 000 | 160 562 | 50 000 | 51 997 CHF | 16 745 CHF | 100,00% | 100,00% |
05/07/2024 | 3,77% | 0,29 CHF | 0,30 CHF | 180 000 | 50 000 | 185 071 | 50 000 | 50 894 CHF | 14 310 CHF | 98,86% | 98,86% |
04/07/2024 | 4,04% | 0,24 CHF | 0,25 CHF | 210 000 | 50 000 | 201 705 | 50 000 | 50 901 CHF | 13 142 CHF | 100,00% | 100,00% |
03/07/2024 | 4,02% | 0,25 CHF | 0,26 CHF | 200 000 | 50 000 | 204 058 | 50 000 | 50 160 CHF | 12 801 CHF | 99,82% | 99,82% |