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 | 9,38% | 0,40 CHF | 0,44 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 9 471 CHF | 10 402 CHF | 95,23% | 95,23% |
15/07/2024 | 9,49% | 0,36 CHF | 0,40 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 8 885 CHF | 9 773 CHF | 74,46% | 74,46% |
12/07/2024 | 6,23% | 0,46 CHF | 0,49 CHF | 110 000 | 50 000 | 118 893 | 50 000 | 51 472 CHF | 23 052 CHF | 97,44% | 97,44% |
11/07/2024 | 6,13% | 0,44 CHF | 0,47 CHF | 120 000 | 50 000 | 120 778 | 50 000 | 51 569 CHF | 22 705 CHF | 93,84% | 93,84% |
10/07/2024 | 6,16% | 0,42 CHF | 0,45 CHF | 120 000 | 50 000 | 125 448 | 50 000 | 52 096 CHF | 22 096 CHF | 93,70% | 93,70% |
09/07/2024 | 6,09% | 0,40 CHF | 0,43 CHF | 130 000 | 50 000 | 119 912 | 50 000 | 52 056 CHF | 23 117 CHF | 95,64% | 95,64% |
08/07/2024 | 5,34% | 0,47 CHF | 0,50 CHF | 110 000 | 50 000 | 106 785 | 50 000 | 52 470 CHF | 25 929 CHF | 98,27% | 98,27% |
05/07/2024 | 5,19% | 0,50 CHF | 0,52 CHF | 100 000 | 50 000 | 106 687 | 50 000 | 52 117 CHF | 25 743 CHF | 83,34% | 83,34% |
04/07/2024 | 5,86% | 0,47 CHF | 0,50 CHF | 110 000 | 50 000 | 116 401 | 50 000 | 52 289 CHF | 23 849 CHF | 78,68% | 78,68% |
03/07/2024 | 6,95% | 0,36 CHF | 0,39 CHF | 140 000 | 50 000 | 141 504 | 50 000 | 51 791 CHF | 19 627 CHF | 99,31% | 99,31% |