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 | 6,77% | 0,32 CHF | 0,34 CHF | 118 232 | 50 000 | 123 033 | 50 000 | 35 065 CHF | 15 316 CHF | 89,48% | 89,48% |
15/07/2024 | 5,00% | 0,22 CHF | 0,23 CHF | 138 234 | 50 000 | 131 803 | 50 000 | 31 480 CHF | 12 573 CHF | 94,82% | 94,82% |
12/07/2024 | 7,60% | 0,27 CHF | 0,29 CHF | 126 259 | 50 000 | 126 614 | 50 000 | 33 867 CHF | 14 432 CHF | 96,90% | 96,90% |
11/07/2024 | 5,30% | 0,26 CHF | 0,28 CHF | 128 173 | 50 000 | 134 897 | 50 000 | 31 583 CHF | 12 347 CHF | 98,70% | 98,70% |
10/07/2024 | 5,81% | 0,21 CHF | 0,22 CHF | 143 316 | 50 000 | 147 786 | 50 000 | 28 802 CHF | 10 329 CHF | 94,32% | 94,32% |
09/07/2024 | 5,10% | 0,21 CHF | 0,22 CHF | 141 606 | 50 000 | 140 705 | 50 000 | 29 658 CHF | 11 090 CHF | 99,60% | 99,60% |
08/07/2024 | 4,69% | 0,20 CHF | 0,22 CHF | 142 753 | 50 000 | 136 144 | 49 818 | 31 395 CHF | 12 041 CHF | 99,46% | 99,46% |
05/07/2024 | 6,07% | 0,22 CHF | 0,24 CHF | 139 362 | 50 000 | 142 390 | 50 000 | 30 149 CHF | 11 257 CHF | 97,30% | 97,30% |
04/07/2024 | 6,32% | 0,20 CHF | 0,21 CHF | 149 938 | 50 000 | 153 931 | 50 000 | 28 329 CHF | 9 802 CHF | 100,00% | 100,00% |
03/07/2024 | 6,36% | 0,18 CHF | 0,20 CHF | 152 588 | 50 000 | 153 019 | 50 000 | 28 593 CHF | 9 954 CHF | 89,23% | 89,23% |