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 | 5,25% | 0,25 CHF | 0,26 CHF | 203 837 | 50 000 | 200 833 | 50 000 | 48 660 CHF | 12 772 CHF | 84,18% | 84,18% |
15/07/2024 | 6,09% | 0,24 CHF | 0,26 CHF | 202 424 | 50 000 | 197 071 | 50 000 | 49 326 CHF | 13 305 CHF | 82,60% | 82,60% |
12/07/2024 | 4,55% | 0,26 CHF | 0,27 CHF | 193 315 | 50 000 | 197 501 | 50 000 | 49 784 CHF | 13 195 CHF | 72,38% | 72,38% |
11/07/2024 | 7,39% | 0,25 CHF | 0,27 CHF | 198 653 | 50 000 | 201 113 | 50 000 | 48 563 CHF | 13 002 CHF | 78,02% | 78,02% |
10/07/2024 | 6,67% | 0,24 CHF | 0,26 CHF | 201 940 | 50 000 | 200 138 | 50 000 | 49 361 CHF | 13 183 CHF | 100,00% | 100,00% |
09/07/2024 | 6,76% | 0,25 CHF | 0,26 CHF | 199 977 | 50 000 | 198 133 | 50 000 | 50 316 CHF | 13 590 CHF | 100,00% | 100,00% |
08/07/2024 | 5,93% | 0,25 CHF | 0,27 CHF | 200 000 | 50 000 | 200 343 | 50 000 | 49 880 CHF | 13 212 CHF | 99,45% | 99,45% |
05/07/2024 | 6,45% | 0,23 CHF | 0,24 CHF | 210 095 | 50 000 | 210 660 | 50 000 | 48 820 CHF | 12 362 CHF | 99,62% | 99,62% |
04/07/2024 | 7,75% | 0,23 CHF | 0,25 CHF | 208 850 | 50 000 | 205 857 | 50 000 | 49 071 CHF | 12 887 CHF | 92,35% | 92,35% |
03/07/2024 | 5,99% | 0,25 CHF | 0,27 CHF | 200 000 | 50 000 | 200 307 | 50 000 | 49 966 CHF | 13 245 CHF | 87,34% | 87,34% |