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 | 4,27% | 0,26 CHF | 0,27 CHF | 103 872 | 50 000 | 104 597 | 50 000 | 29 200 CHF | 14 565 CHF | 100,00% | 100,00% |
15/07/2024 | 4,44% | 0,29 CHF | 0,31 CHF | 105 017 | 50 000 | 105 113 | 50 000 | 31 093 CHF | 15 463 CHF | 98,73% | 98,73% |
12/07/2024 | 5,46% | 0,32 CHF | 0,34 CHF | 25 000 | 25 000 | 40 355 | 29 682 | 13 261 CHF | 10 182 CHF | 91,77% | 91,77% |
11/07/2024 | 1,98% | 0,47 CHF | 0,48 CHF | 110 000 | 50 000 | 102 006 | 50 000 | 52 053 CHF | 26 054 CHF | 99,15% | 99,15% |
10/07/2024 | 1,91% | 0,52 CHF | 0,53 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 52 954 CHF | 26 987 CHF | 100,00% | 100,00% |
09/07/2024 | 2,23% | 0,53 CHF | 0,54 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 51 058 CHF | 26 106 CHF | 100,00% | 100,00% |
08/07/2024 | 2,41% | 0,51 CHF | 0,52 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 51 218 CHF | 26 235 CHF | 100,00% | 100,00% |
05/07/2024 | 2,27% | 0,52 CHF | 0,53 CHF | 100 000 | 50 000 | 107 842 | 50 000 | 53 264 CHF | 25 279 CHF | 99,62% | 99,62% |
04/07/2024 | 2,18% | 0,50 CHF | 0,51 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 51 057 CHF | 26 091 CHF | 100,00% | 100,00% |
03/07/2024 | 2,44% | 0,51 CHF | 0,52 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 52 070 CHF | 26 680 CHF | 99,73% | 99,73% |