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 | 16,67% | 0,12 CHF | 0,14 CHF | 210 253 | 75 000 | 211 385 | 75 000 | 23 441 CHF | 9 829 CHF | 100,00% | 100,00% |
15/07/2024 | 16,34% | 0,12 CHF | 0,14 CHF | 206 940 | 75 000 | 207 089 | 75 000 | 23 657 CHF | 10 121 CHF | 99,72% | 99,72% |
12/07/2024 | 19,22% | 0,10 CHF | 0,12 CHF | 237 517 | 75 000 | 224 488 | 75 000 | 21 940 CHF | 8 897 CHF | 99,01% | 99,01% |
11/07/2024 | 21,64% | 0,11 CHF | 0,13 CHF | 226 064 | 75 000 | 254 309 | 75 000 | 21 033 CHF | 7 713 CHF | 99,08% | 99,08% |
10/07/2024 | 20,93% | 0,09 CHF | 0,11 CHF | 258 447 | 75 000 | 257 765 | 75 000 | 22 123 CHF | 7 937 CHF | 100,00% | 100,00% |
09/07/2024 | 20,55% | 0,08 CHF | 0,11 CHF | 258 688 | 75 000 | 249 419 | 75 000 | 21 917 CHF | 8 104 CHF | 100,00% | 100,00% |
08/07/2024 | 21,47% | 0,08 CHF | 0,10 CHF | 261 535 | 75 000 | 262 459 | 75 000 | 21 888 CHF | 7 755 CHF | 100,00% | 100,00% |
05/07/2024 | 21,47% | 0,08 CHF | 0,10 CHF | 263 334 | 75 000 | 264 740 | 75 000 | 22 083 CHF | 7 755 CHF | 98,86% | 98,86% |
04/07/2024 | 20,63% | 0,09 CHF | 0,11 CHF | 265 897 | 75 000 | 251 431 | 75 000 | 21 960 CHF | 8 055 CHF | 100,00% | 100,00% |
03/07/2024 | 24,69% | 0,08 CHF | 0,10 CHF | 288 563 | 75 000 | 302 739 | 75 000 | 21 518 CHF | 6 835 CHF | 99,82% | 99,82% |