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 | 4,70% | 0,50 CHF | 0,52 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 11 633 CHF | 12 192 CHF | 100,00% | 100,00% |
15/07/2024 | 2,05% | 0,50 CHF | 0,51 CHF | 100 000 | 50 000 | 99 909 | 50 000 | 50 695 CHF | 25 896 CHF | 85,64% | 85,64% |
12/07/2024 | 2,16% | 0,50 CHF | 0,51 CHF | 103 200 | 50 000 | 103 587 | 50 000 | 50 454 CHF | 24 886 CHF | 89,39% | 89,39% |
11/07/2024 | 2,36% | 0,49 CHF | 0,51 CHF | 103 387 | 50 000 | 107 096 | 50 000 | 49 928 CHF | 23 870 CHF | 99,08% | 99,08% |
10/07/2024 | 2,19% | 0,49 CHF | 0,50 CHF | 104 045 | 50 000 | 106 465 | 50 000 | 50 154 CHF | 24 092 CHF | 100,00% | 100,00% |
09/07/2024 | 2,05% | 0,45 CHF | 0,46 CHF | 109 130 | 50 000 | 103 761 | 50 000 | 50 183 CHF | 24 693 CHF | 100,00% | 100,00% |
08/07/2024 | 2,52% | 0,49 CHF | 0,50 CHF | 103 559 | 50 000 | 101 157 | 50 000 | 50 168 CHF | 25 436 CHF | 80,09% | 80,09% |
05/07/2024 | 2,44% | 0,50 CHF | 0,52 CHF | 102 069 | 50 000 | 100 773 | 50 000 | 50 831 CHF | 25 866 CHF | 86,66% | 86,66% |
04/07/2024 | 2,14% | 0,47 CHF | 0,48 CHF | 107 397 | 50 000 | 108 056 | 50 000 | 50 323 CHF | 23 793 CHF | 100,00% | 100,00% |
03/07/2024 | 2,33% | 0,43 CHF | 0,44 CHF | 114 574 | 50 000 | 115 500 | 50 000 | 49 034 CHF | 21 729 CHF | 99,82% | 99,82% |