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 | 5,93% | 0,18 CHF | 0,19 CHF | 103 872 | 50 000 | 104 597 | 50 000 | 20 833 CHF | 10 565 CHF | 100,00% | 100,00% |
15/07/2024 | 6,02% | 0,21 CHF | 0,23 CHF | 105 017 | 50 000 | 105 113 | 50 000 | 22 684 CHF | 11 463 CHF | 98,73% | 98,73% |
12/07/2024 | 7,20% | 0,24 CHF | 0,26 CHF | 25 000 | 25 000 | 40 355 | 29 682 | 10 032 CHF | 7 807 CHF | 91,77% | 91,77% |
11/07/2024 | 2,35% | 0,39 CHF | 0,40 CHF | 112 520 | 50 000 | 115 110 | 50 000 | 49 615 CHF | 22 054 CHF | 99,16% | 99,16% |
10/07/2024 | 2,25% | 0,44 CHF | 0,45 CHF | 115 652 | 50 000 | 114 193 | 50 000 | 51 303 CHF | 22 982 CHF | 80,50% | 80,50% |
09/07/2024 | 2,64% | 0,45 CHF | 0,46 CHF | 115 995 | 50 000 | 115 156 | 50 000 | 49 584 CHF | 22 106 CHF | 100,00% | 100,00% |
08/07/2024 | 2,85% | 0,43 CHF | 0,44 CHF | 115 071 | 50 000 | 115 093 | 50 000 | 49 743 CHF | 22 235 CHF | 100,00% | 100,00% |
05/07/2024 | 2,71% | 0,44 CHF | 0,45 CHF | 115 500 | 50 000 | 114 473 | 50 000 | 47 419 CHF | 21 279 CHF | 99,62% | 99,62% |
04/07/2024 | 2,58% | 0,42 CHF | 0,43 CHF | 115 013 | 50 000 | 115 697 | 50 000 | 49 817 CHF | 22 091 CHF | 100,00% | 100,00% |
03/07/2024 | 2,90% | 0,45 CHF | 0,47 CHF | 116 774 | 50 000 | 116 157 | 50 000 | 51 089 CHF | 22 639 CHF | 84,21% | 84,21% |