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 | 2,76% | 0,41 CHF | 0,42 CHF | 130 000 | 20 000 | 144 907 | 9 030 | 51 752 CHF | 3 392 CHF | 80,17% | 80,17% |
15/07/2024 | 2,77% | 0,36 CHF | 0,37 CHF | 140 000 | 20 000 | 144 199 | 8 074 | 51 235 CHF | 2 923 CHF | 98,94% | 98,94% |
12/07/2024 | 3,32% | 0,33 CHF | 0,34 CHF | 160 000 | 20 000 | 174 439 | 8 878 | 51 684 CHF | 2 804 CHF | 82,67% | 82,67% |
11/07/2024 | 3,43% | 0,30 CHF | 0,31 CHF | 170 000 | 20 000 | 177 349 | 8 044 | 50 910 CHF | 2 402 CHF | 98,97% | 98,97% |
10/07/2024 | 3,93% | 0,27 CHF | 0,28 CHF | 190 000 | 20 000 | 202 483 | 8 049 | 50 491 CHF | 2 153 CHF | 99,59% | 99,59% |
09/07/2024 | 21,77% | 0,20 CHF | 0,25 CHF | 2 000 | 2 000 | 805 | 805 | 163 CHF | 203 CHF | 99,65% | 99,65% |
08/07/2024 | 22,49% | 0,19 CHF | 0,24 CHF | 2 000 | 2 000 | 805 | 805 | 159 CHF | 200 CHF | 99,64% | 99,64% |
05/07/2024 | 8,45% | 0,24 CHF | 0,29 CHF | 2 000 | 2 000 | 150 624 | 4 452 | 36 181 CHF | 1 135 CHF | 72,33% | 72,33% |
04/07/2024 | 19,85% | 0,21 CHF | 0,26 CHF | 1 000 | 1 000 | 28 129 | 2 064 | 6 161 CHF | 495 CHF | 94,75% | 94,75% |
03/07/2024 | 28,57% | 0,20 CHF | 0,25 CHF | 2 000 | 2 000 | 816 | 816 | 134 CHF | 174 CHF | 99,33% | 99,33% |