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 | 4,02% | 0,22 CHF | 0,23 CHF | 230 000 | 50 000 | 207 705 | 25 363 | 50 685 CHF | 6 275 CHF | 99,47% | 99,47% |
15/07/2024 | 3,47% | 0,31 CHF | 0,32 CHF | 170 000 | 50 000 | 180 462 | 25 540 | 51 173 CHF | 7 652 CHF | 92,70% | 92,70% |
12/07/2024 | 18,98% | 0,21 CHF | 0,22 CHF | 240 000 | 50 000 | 128 972 | 16 308 | 22 038 CHF | 3 188 CHF | 96,40% | 96,40% |
11/07/2024 | 8,28% | 0,34 CHF | 0,35 CHF | 150 000 | 50 000 | 61 186 | 17 227 | 21 990 CHF | 6 425 CHF | 95,20% | 95,20% |
10/07/2024 | 12,66% | 0,32 CHF | 0,36 CHF | 5 000 | 5 000 | 2 906 | 2 906 | 942 CHF | 1 068 CHF | 97,24% | 97,24% |
09/07/2024 | 15,35% | 0,29 CHF | 0,33 CHF | 5 000 | 5 000 | 2 874 | 2 874 | 735 CHF | 855 CHF | 99,43% | 99,43% |
08/07/2024 | 17,66% | 0,27 CHF | 0,31 CHF | 5 000 | 5 000 | 2 884 | 2 884 | 654 CHF | 778 CHF | 97,79% | 97,79% |
05/07/2024 | 12,32% | 0,24 CHF | 0,28 CHF | 5 000 | 5 000 | 74 370 | 12 704 | 19 025 CHF | 3 381 CHF | 31,85% | 31,85% |
04/07/2024 | 4,25% | 0,23 CHF | 0,24 CHF | 220 000 | 10 000 | 219 473 | 10 000 | 50 590 CHF | 2 405 CHF | 5,36% | 5,36% |
03/07/2024 | 26,47% | 0,15 CHF | 0,19 CHF | 5 000 | 5 000 | 2 330 | 2 330 | 347 CHF | 451 CHF | 79,13% | 79,13% |