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 | 4,42% | 0,35 CHF | 0,36 CHF | 150 000 | 50 000 | 141 601 | 50 000 | 50 930 CHF | 18 802 CHF | 100,00% | 100,00% |
15/07/2024 | 5,18% | 0,36 CHF | 0,37 CHF | 140 000 | 50 000 | 148 972 | 50 000 | 51 583 CHF | 18 237 CHF | 98,72% | 98,72% |
12/07/2024 | 5,21% | 0,33 CHF | 0,35 CHF | 152 632 | 50 000 | 150 693 | 50 000 | 51 061 CHF | 17 850 CHF | 99,38% | 99,38% |
11/07/2024 | 4,96% | 0,35 CHF | 0,36 CHF | 150 000 | 50 000 | 141 457 | 50 000 | 51 866 CHF | 19 275 CHF | 99,16% | 99,16% |
10/07/2024 | 4,93% | 0,37 CHF | 0,39 CHF | 140 000 | 50 000 | 139 540 | 50 000 | 52 521 CHF | 19 773 CHF | 100,00% | 100,00% |
09/07/2024 | 4,40% | 0,40 CHF | 0,42 CHF | 130 000 | 50 000 | 138 835 | 50 000 | 52 361 CHF | 19 710 CHF | 100,00% | 100,00% |
08/07/2024 | 4,86% | 0,36 CHF | 0,38 CHF | 140 000 | 50 000 | 141 298 | 50 000 | 50 742 CHF | 18 856 CHF | 100,00% | 100,00% |
05/07/2024 | 4,71% | 0,36 CHF | 0,38 CHF | 140 000 | 50 000 | 148 155 | 50 000 | 52 113 CHF | 18 442 CHF | 99,62% | 99,62% |
04/07/2024 | 4,52% | 0,36 CHF | 0,38 CHF | 140 000 | 50 000 | 142 756 | 50 000 | 51 028 CHF | 18 707 CHF | 100,00% | 100,00% |
03/07/2024 | 3,50% | 0,37 CHF | 0,38 CHF | 140 000 | 50 000 | 139 478 | 50 000 | 52 697 CHF | 19 567 CHF | 99,73% | 99,73% |