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 | 8,15% | 0,30 CHF | 0,33 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 7 188 CHF | 7 797 CHF | 95,23% | 95,23% |
15/07/2024 | 9,07% | 0,28 CHF | 0,30 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 6 889 CHF | 7 543 CHF | 74,48% | 74,48% |
12/07/2024 | 4,51% | 0,35 CHF | 0,36 CHF | 150 000 | 50 000 | 158 172 | 50 000 | 52 048 CHF | 17 223 CHF | 97,56% | 97,56% |
11/07/2024 | 5,18% | 0,34 CHF | 0,36 CHF | 150 000 | 50 000 | 158 078 | 50 000 | 51 999 CHF | 17 329 CHF | 99,09% | 99,09% |
10/07/2024 | 4,61% | 0,33 CHF | 0,34 CHF | 160 000 | 50 000 | 160 265 | 50 000 | 51 727 CHF | 16 901 CHF | 93,70% | 93,70% |
09/07/2024 | 4,88% | 0,31 CHF | 0,33 CHF | 170 000 | 50 000 | 155 028 | 50 000 | 51 777 CHF | 17 567 CHF | 97,68% | 97,68% |
08/07/2024 | 4,35% | 0,35 CHF | 0,37 CHF | 150 000 | 50 000 | 140 033 | 50 000 | 51 655 CHF | 19 264 CHF | 99,79% | 99,79% |
05/07/2024 | 4,85% | 0,37 CHF | 0,39 CHF | 140 000 | 50 000 | 141 077 | 50 000 | 51 245 CHF | 19 071 CHF | 98,87% | 98,87% |
04/07/2024 | 4,75% | 0,35 CHF | 0,37 CHF | 150 000 | 50 000 | 154 351 | 50 000 | 52 138 CHF | 17 736 CHF | 99,72% | 99,72% |
03/07/2024 | 5,03% | 0,27 CHF | 0,29 CHF | 190 000 | 50 000 | 183 361 | 50 000 | 50 929 CHF | 14 614 CHF | 99,31% | 99,31% |