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 | 7,79% | 0,23 CHF | 0,25 CHF | 220 000 | 75 000 | 228 940 | 75 000 | 50 600 CHF | 17 925 CHF | 100,00% | 100,00% |
15/07/2024 | 10,18% | 0,23 CHF | 0,24 CHF | 220 000 | 75 000 | 165 193 | 62 134 | 35 644 CHF | 14 642 CHF | 97,28% | 97,28% |
12/07/2024 | 7,63% | 0,23 CHF | 0,24 CHF | 220 000 | 75 000 | 229 336 | 75 000 | 50 443 CHF | 17 823 CHF | 76,37% | 76,37% |
11/07/2024 | 8,15% | 0,22 CHF | 0,23 CHF | 239 746 | 75 000 | 263 884 | 75 000 | 49 149 CHF | 15 201 CHF | 54,67% | 54,67% |
10/07/2024 | 9,27% | 0,18 CHF | 0,19 CHF | 271 245 | 75 000 | 273 803 | 75 000 | 47 524 CHF | 14 278 CHF | 93,56% | 93,56% |
09/07/2024 | 8,93% | 0,17 CHF | 0,18 CHF | 280 897 | 75 000 | 275 799 | 75 000 | 47 892 CHF | 14 236 CHF | 100,00% | 100,00% |
08/07/2024 | 9,15% | 0,17 CHF | 0,19 CHF | 276 110 | 75 000 | 271 507 | 75 000 | 48 658 CHF | 14 733 CHF | 100,00% | 100,00% |
05/07/2024 | 9,42% | 0,18 CHF | 0,19 CHF | 271 959 | 75 000 | 266 142 | 75 000 | 48 695 CHF | 15 082 CHF | 99,62% | 99,62% |
04/07/2024 | 8,59% | 0,19 CHF | 0,20 CHF | 266 625 | 75 000 | 262 125 | 75 000 | 49 764 CHF | 15 521 CHF | 67,27% | 67,27% |
03/07/2024 | 8,84% | 0,19 CHF | 0,20 CHF | 277 991 | 75 000 | 270 343 | 75 000 | 50 260 CHF | 15 236 CHF | 60,26% | 60,26% |