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 | 4,83% | 0,22 CHF | 0,23 CHF | 185 915 | 75 000 | 187 707 | 75 000 | 37 963 CHF | 15 921 CHF | 100,00% | 100,00% |
15/07/2024 | 5,15% | 0,18 CHF | 0,19 CHF | 189 856 | 75 000 | 189 492 | 75 000 | 35 872 CHF | 14 949 CHF | 99,72% | 99,72% |
12/07/2024 | 5,45% | 0,18 CHF | 0,19 CHF | 190 032 | 75 000 | 191 045 | 75 000 | 34 132 CHF | 14 150 CHF | 99,01% | 99,01% |
11/07/2024 | 6,07% | 0,17 CHF | 0,18 CHF | 191 189 | 75 000 | 194 241 | 75 000 | 31 059 CHF | 12 745 CHF | 99,09% | 99,09% |
10/07/2024 | 6,88% | 0,15 CHF | 0,16 CHF | 196 472 | 75 000 | 196 870 | 75 000 | 27 642 CHF | 11 280 CHF | 100,00% | 100,00% |
09/07/2024 | 8,14% | 0,13 CHF | 0,14 CHF | 198 977 | 75 000 | 200 824 | 75 000 | 23 697 CHF | 9 601 CHF | 100,00% | 100,00% |
08/07/2024 | 9,80% | 0,10 CHF | 0,11 CHF | 203 080 | 75 000 | 202 722 | 75 000 | 19 734 CHF | 8 052 CHF | 100,00% | 100,00% |
05/07/2024 | 9,62% | 0,10 CHF | 0,11 CHF | 203 496 | 75 000 | 203 274 | 75 000 | 20 141 CHF | 8 181 CHF | 98,98% | 98,98% |
04/07/2024 | 10,20% | 0,09 CHF | 0,10 CHF | 204 070 | 75 000 | 204 543 | 75 000 | 19 077 CHF | 7 745 CHF | 100,00% | 100,00% |
03/07/2024 | 10,52% | 0,09 CHF | 0,10 CHF | 205 008 | 75 000 | 206 177 | 75 000 | 18 561 CHF | 7 502 CHF | 100,00% | 100,00% |