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 | 5,35% | 0,47 CHF | 0,50 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 11 435 CHF | 12 063 CHF | 95,23% | 95,23% |
15/07/2024 | 5,85% | 0,44 CHF | 0,47 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 11 017 CHF | 11 680 CHF | 74,48% | 74,48% |
12/07/2024 | 3,24% | 0,53 CHF | 0,54 CHF | 100 000 | 50 000 | 100 861 | 50 000 | 51 001 CHF | 26 122 CHF | 97,56% | 97,56% |
11/07/2024 | 3,23% | 0,52 CHF | 0,53 CHF | 100 000 | 50 000 | 100 736 | 50 000 | 50 977 CHF | 26 140 CHF | 99,09% | 99,09% |
10/07/2024 | 3,06% | 0,50 CHF | 0,52 CHF | 100 000 | 50 000 | 103 515 | 50 000 | 51 478 CHF | 25 649 CHF | 93,70% | 93,70% |
09/07/2024 | 3,11% | 0,48 CHF | 0,50 CHF | 110 000 | 50 000 | 101 769 | 50 000 | 52 151 CHF | 26 459 CHF | 97,68% | 97,68% |
08/07/2024 | 2,86% | 0,54 CHF | 0,55 CHF | 100 000 | 50 000 | 94 229 | 50 000 | 52 341 CHF | 28 594 CHF | 99,79% | 99,79% |
05/07/2024 | 2,80% | 0,56 CHF | 0,57 CHF | 90 000 | 50 000 | 96 670 | 50 000 | 53 220 CHF | 28 326 CHF | 98,87% | 98,87% |
04/07/2024 | 3,01% | 0,54 CHF | 0,55 CHF | 100 000 | 50 000 | 100 552 | 50 000 | 52 231 CHF | 26 773 CHF | 99,72% | 99,72% |
03/07/2024 | 3,62% | 0,44 CHF | 0,46 CHF | 120 000 | 50 000 | 118 776 | 50 000 | 52 659 CHF | 22 992 CHF | 99,31% | 99,31% |