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 | 6,94% | 0,12 CHF | 0,13 CHF | 420 000 | 50 000 | 364 483 | 25 448 | 50 698 CHF | 3 689 CHF | 97,90% | 97,90% |
15/07/2024 | 5,80% | 0,19 CHF | 0,20 CHF | 270 000 | 50 000 | 305 093 | 25 806 | 51 022 CHF | 4 670 CHF | 93,72% | 93,72% |
12/07/2024 | 33,14% | 0,12 CHF | 0,13 CHF | 420 000 | 50 000 | 205 208 | 16 309 | 19 532 CHF | 1 846 CHF | 96,41% | 96,41% |
11/07/2024 | 13,57% | 0,21 CHF | 0,22 CHF | 240 000 | 50 000 | 94 320 | 17 163 | 21 229 CHF | 4 083 CHF | 95,01% | 95,01% |
10/07/2024 | 19,97% | 0,19 CHF | 0,24 CHF | 5 000 | 5 000 | 2 906 | 2 906 | 570 CHF | 695 CHF | 97,25% | 97,25% |
09/07/2024 | 26,92% | 0,17 CHF | 0,21 CHF | 5 000 | 5 000 | 2 873 | 2 873 | 425 CHF | 553 CHF | 99,37% | 99,37% |
08/07/2024 | 28,92% | 0,16 CHF | 0,20 CHF | 5 000 | 5 000 | 2 883 | 2 883 | 376 CHF | 499 CHF | 97,81% | 97,81% |
05/07/2024 | 19,88% | 0,14 CHF | 0,18 CHF | 5 000 | 5 000 | 118 554 | 12 703 | 18 513 CHF | 2 129 CHF | 31,85% | 31,85% |
04/07/2024 | 6,90% | 0,14 CHF | 0,15 CHF | 360 000 | 10 000 | 360 000 | 10 000 | 50 400 CHF | 1 500 CHF | 5,36% | 5,36% |
03/07/2024 | 43,75% | 0,08 CHF | 0,12 CHF | 5 000 | 5 000 | 2 330 | 2 330 | 186 CHF | 287 CHF | 79,13% | 79,13% |