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 | 4,49% | 0,40 CHF | 0,41 CHF | 130 000 | 7 500 | 138 291 | 7 500 | 51 746 CHF | 2 937 CHF | 99,16% | 99,16% |
15/07/2024 | 3,81% | 0,39 CHF | 0,41 CHF | 130 000 | 7 500 | 117 878 | 7 500 | 52 220 CHF | 3 459 CHF | 95,22% | 95,22% |
12/07/2024 | 3,68% | 0,47 CHF | 0,48 CHF | 110 000 | 7 500 | 107 117 | 7 500 | 51 549 CHF | 3 749 CHF | 99,01% | 99,01% |
11/07/2024 | 3,53% | 0,45 CHF | 0,47 CHF | 120 000 | 7 500 | 116 334 | 7 500 | 52 160 CHF | 3 488 CHF | 97,34% | 97,34% |
10/07/2024 | 4,78% | 0,37 CHF | 0,38 CHF | 140 000 | 7 500 | 146 904 | 7 500 | 51 695 CHF | 2 771 CHF | 100,00% | 100,00% |
09/07/2024 | 4,68% | 0,37 CHF | 0,39 CHF | 140 000 | 7 500 | 145 536 | 7 500 | 51 714 CHF | 2 795 CHF | 100,00% | 100,00% |
08/07/2024 | 4,72% | 0,36 CHF | 0,37 CHF | 140 000 | 7 500 | 146 041 | 7 500 | 51 639 CHF | 2 783 CHF | 93,45% | 93,45% |
05/07/2024 | 4,93% | 0,35 CHF | 0,37 CHF | 150 000 | 7 500 | 151 084 | 7 500 | 51 847 CHF | 2 708 CHF | 98,81% | 98,81% |
04/07/2024 | 4,84% | 0,33 CHF | 0,35 CHF | 160 000 | 7 500 | 161 751 | 7 500 | 52 110 CHF | 2 540 CHF | 100,00% | 100,00% |
03/07/2024 | 6,08% | 0,27 CHF | 0,28 CHF | 190 000 | 7 500 | 190 531 | 7 500 | 50 917 CHF | 2 135 CHF | 99,73% | 99,73% |