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 | 8,34% | 0,30 CHF | 0,33 CHF | 163 710 | 25 000 | 164 803 | 25 000 | 49 971 CHF | 8 240 CHF | 100,00% | 100,00% |
15/07/2024 | 8,87% | 0,29 CHF | 0,32 CHF | 166 060 | 25 000 | 161 587 | 25 000 | 49 604 CHF | 8 392 CHF | 98,73% | 98,73% |
12/07/2024 | 8,55% | 0,30 CHF | 0,32 CHF | 170 246 | 25 000 | 172 787 | 25 000 | 49 421 CHF | 7 793 CHF | 74,76% | 74,76% |
11/07/2024 | 9,34% | 0,30 CHF | 0,33 CHF | 167 563 | 25 000 | 168 436 | 25 000 | 48 791 CHF | 7 952 CHF | 96,88% | 96,88% |
10/07/2024 | 9,21% | 0,28 CHF | 0,30 CHF | 179 553 | 25 000 | 177 146 | 25 000 | 48 924 CHF | 7 571 CHF | 100,00% | 100,00% |
09/07/2024 | 9,47% | 0,27 CHF | 0,29 CHF | 180 523 | 25 000 | 172 193 | 25 000 | 49 490 CHF | 7 901 CHF | 100,00% | 100,00% |
08/07/2024 | 8,67% | 0,29 CHF | 0,31 CHF | 172 072 | 25 000 | 165 255 | 25 000 | 49 813 CHF | 8 225 CHF | 97,07% | 97,07% |
05/07/2024 | 8,48% | 0,31 CHF | 0,34 CHF | 160 430 | 25 000 | 159 410 | 25 000 | 51 076 CHF | 8 721 CHF | 91,89% | 91,89% |
04/07/2024 | 7,63% | 0,34 CHF | 0,36 CHF | 150 000 | 25 000 | 144 167 | 25 000 | 51 650 CHF | 9 700 CHF | 80,98% | 80,98% |
03/07/2024 | 7,87% | 0,36 CHF | 0,39 CHF | 149 490 | 25 000 | 153 852 | 25 000 | 51 590 CHF | 9 120 CHF | 49,09% | 49,09% |