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 | 10,48% | 0,26 CHF | 0,28 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 6 040 CHF | 6 705 CHF | 95,23% | 95,23% |
15/07/2024 | 10,98% | 0,23 CHF | 0,25 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 5 643 CHF | 6 294 CHF | 74,47% | 74,47% |
12/07/2024 | 5,92% | 0,30 CHF | 0,31 CHF | 175 786 | 50 000 | 180 111 | 50 000 | 50 750 CHF | 14 951 CHF | 76,95% | 76,95% |
11/07/2024 | 5,27% | 0,30 CHF | 0,31 CHF | 178 432 | 50 000 | 180 009 | 50 000 | 51 394 CHF | 15 049 CHF | 77,95% | 77,95% |
10/07/2024 | 5,82% | 0,28 CHF | 0,30 CHF | 180 000 | 50 000 | 181 898 | 50 000 | 50 732 CHF | 14 784 CHF | 76,19% | 76,19% |
09/07/2024 | 5,64% | 0,27 CHF | 0,28 CHF | 195 662 | 50 000 | 177 094 | 50 000 | 51 252 CHF | 15 340 CHF | 96,15% | 96,15% |
08/07/2024 | 5,49% | 0,32 CHF | 0,33 CHF | 167 229 | 50 000 | 159 681 | 50 000 | 51 715 CHF | 17 111 CHF | 93,98% | 93,98% |
05/07/2024 | 5,21% | 0,32 CHF | 0,33 CHF | 167 629 | 50 000 | 161 598 | 50 000 | 51 862 CHF | 16 912 CHF | 85,06% | 85,06% |
04/07/2024 | 5,08% | 0,31 CHF | 0,32 CHF | 170 000 | 50 000 | 175 266 | 50 000 | 51 758 CHF | 15 556 CHF | 49,52% | 49,52% |
03/07/2024 | 5,91% | 0,23 CHF | 0,25 CHF | 205 163 | 50 000 | 205 551 | 50 000 | 48 360 CHF | 12 485 CHF | 97,74% | 97,74% |