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 | 9,74% | 1,01 CHF | 1,06 CHF | 50 000 | 20 000 | 64 848 | 8 318 | 55 147 CHF | 7 956 CHF | 80,13% | 80,13% |
15/07/2024 | 9,91% | 0,88 CHF | 0,93 CHF | 60 000 | 20 000 | 61 740 | 7 497 | 52 545 CHF | 6 912 CHF | 98,91% | 98,91% |
12/07/2024 | 11,89% | 0,81 CHF | 0,86 CHF | 70 000 | 30 000 | 77 624 | 12 281 | 53 980 CHF | 9 907 CHF | 82,63% | 82,63% |
11/07/2024 | 12,41% | 0,72 CHF | 0,77 CHF | 70 000 | 30 000 | 78 178 | 11 220 | 52 790 CHF | 8 555 CHF | 99,03% | 99,03% |
10/07/2024 | 14,18% | 0,65 CHF | 0,70 CHF | 80 000 | 30 000 | 87 989 | 11 213 | 51 787 CHF | 7 731 CHF | 99,55% | 99,55% |
09/07/2024 | 9,35% | 0,54 CHF | 0,57 CHF | 100 000 | 30 000 | 98 943 | 11 208 | 53 796 CHF | 6 573 CHF | 99,60% | 99,60% |
08/07/2024 | 16,16% | 0,51 CHF | 0,56 CHF | 100 000 | 30 000 | 102 744 | 11 209 | 52 054 CHF | 6 579 CHF | 99,60% | 99,60% |
05/07/2024 | 8,45% | 0,64 CHF | 0,67 CHF | 80 000 | 30 000 | 89 272 | 13 178 | 51 992 CHF | 8 436 CHF | 72,29% | 72,29% |
04/07/2024 | 10,75% | 0,54 CHF | 0,60 CHF | 100 000 | 6 000 | 99 154 | 6 000 | 52 390 CHF | 3 532 CHF | 98,99% | 98,99% |
03/07/2024 | 11,59% | 0,55 CHF | 0,58 CHF | 100 000 | 50 000 | 116 838 | 18 588 | 51 546 CHF | 9 687 CHF | 99,30% | 99,30% |