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 | 15,82% | 0,15 CHF | 0,17 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 3 014 CHF | 3 527 CHF | 86,81% | 86,81% |
15/07/2024 | 6,34% | 0,16 CHF | 0,17 CHF | 133 901 | 50 000 | 132 470 | 50 000 | 20 924 CHF | 8 416 CHF | 95,72% | 95,72% |
12/07/2024 | 6,75% | 0,18 CHF | 0,19 CHF | 126 745 | 50 000 | 140 225 | 50 000 | 20 909 CHF | 7 988 CHF | 95,76% | 95,76% |
11/07/2024 | 8,25% | 0,15 CHF | 0,16 CHF | 143 204 | 50 000 | 153 437 | 50 000 | 20 309 CHF | 7 192 CHF | 84,24% | 84,24% |
10/07/2024 | 6,98% | 0,15 CHF | 0,16 CHF | 146 086 | 50 000 | 153 708 | 50 000 | 21 337 CHF | 7 476 CHF | 97,50% | 97,50% |
09/07/2024 | 6,73% | 0,12 CHF | 0,13 CHF | 159 582 | 50 000 | 144 352 | 50 000 | 21 592 CHF | 8 013 CHF | 76,82% | 76,82% |
08/07/2024 | 7,24% | 0,15 CHF | 0,16 CHF | 141 877 | 50 000 | 138 057 | 50 000 | 21 827 CHF | 8 507 CHF | 76,55% | 76,55% |
05/07/2024 | 6,70% | 0,16 CHF | 0,17 CHF | 133 671 | 50 000 | 132 684 | 50 000 | 23 909 CHF | 9 673 CHF | 63,95% | 63,95% |
04/07/2024 | 8,02% | 0,14 CHF | 0,15 CHF | 150 020 | 50 000 | 153 158 | 50 000 | 21 111 CHF | 7 469 CHF | 100,00% | 100,00% |
03/07/2024 | 8,70% | 0,12 CHF | 0,13 CHF | 171 471 | 50 000 | 176 205 | 50 000 | 21 243 CHF | 6 584 CHF | 99,82% | 99,82% |