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 | 3,34% | 0,26 CHF | 0,27 CHF | 200 000 | 50 000 | 175 668 | 25 361 | 51 740 CHF | 7 530 CHF | 99,48% | 99,48% |
15/07/2024 | 2,91% | 0,37 CHF | 0,38 CHF | 140 000 | 50 000 | 153 067 | 25 805 | 51 809 CHF | 9 163 CHF | 93,72% | 93,72% |
12/07/2024 | 15,47% | 0,26 CHF | 0,27 CHF | 200 000 | 50 000 | 106 242 | 16 309 | 22 116 CHF | 3 827 CHF | 96,41% | 96,41% |
11/07/2024 | 7,78% | 0,40 CHF | 0,41 CHF | 130 000 | 50 000 | 52 619 | 17 119 | 22 105 CHF | 7 434 CHF | 94,90% | 94,90% |
10/07/2024 | 10,93% | 0,38 CHF | 0,42 CHF | 5 000 | 5 000 | 2 906 | 2 906 | 1 111 CHF | 1 238 CHF | 97,25% | 97,25% |
09/07/2024 | 13,77% | 0,34 CHF | 0,39 CHF | 5 000 | 5 000 | 2 871 | 2 871 | 873 CHF | 999 CHF | 99,29% | 99,29% |
08/07/2024 | 15,01% | 0,32 CHF | 0,36 CHF | 5 000 | 5 000 | 2 883 | 2 883 | 785 CHF | 911 CHF | 97,80% | 97,80% |
05/07/2024 | 10,49% | 0,28 CHF | 0,33 CHF | 5 000 | 5 000 | 63 811 | 12 704 | 19 271 CHF | 3 963 CHF | 31,85% | 31,85% |
04/07/2024 | 3,56% | 0,27 CHF | 0,28 CHF | 190 000 | 10 000 | 184 030 | 10 000 | 50 763 CHF | 2 860 CHF | 5,36% | 5,36% |
03/07/2024 | 21,62% | 0,19 CHF | 0,23 CHF | 5 000 | 5 000 | 2 330 | 2 330 | 427 CHF | 529 CHF | 79,13% | 79,13% |