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 | 6,66% | 0,40 CHF | 0,43 CHF | 130 000 | 25 000 | 130 000 | 25 000 | 51 648 CHF | 10 617 CHF | 100,00% | 100,00% |
15/07/2024 | 5,94% | 0,38 CHF | 0,41 CHF | 140 000 | 25 000 | 128 162 | 25 000 | 51 597 CHF | 10 700 CHF | 98,73% | 98,73% |
12/07/2024 | 7,40% | 0,40 CHF | 0,42 CHF | 130 000 | 25 000 | 137 220 | 25 000 | 51 702 CHF | 10 150 CHF | 99,38% | 99,38% |
11/07/2024 | 6,64% | 0,40 CHF | 0,43 CHF | 130 000 | 25 000 | 134 578 | 25 000 | 51 882 CHF | 10 305 CHF | 99,15% | 99,15% |
10/07/2024 | 7,35% | 0,37 CHF | 0,40 CHF | 140 000 | 25 000 | 140 000 | 25 000 | 51 543 CHF | 9 905 CHF | 100,00% | 100,00% |
09/07/2024 | 6,96% | 0,36 CHF | 0,39 CHF | 140 000 | 25 000 | 137 585 | 25 000 | 52 325 CHF | 10 197 CHF | 100,00% | 100,00% |
08/07/2024 | 6,97% | 0,38 CHF | 0,41 CHF | 140 000 | 25 000 | 131 879 | 25 000 | 52 027 CHF | 10 583 CHF | 100,00% | 100,00% |
05/07/2024 | 6,09% | 0,41 CHF | 0,44 CHF | 130 000 | 25 000 | 124 163 | 25 000 | 51 720 CHF | 11 073 CHF | 99,62% | 99,62% |
04/07/2024 | 6,32% | 0,43 CHF | 0,46 CHF | 120 000 | 25 000 | 115 156 | 25 000 | 52 247 CHF | 12 119 CHF | 100,00% | 100,00% |
03/07/2024 | 5,93% | 0,47 CHF | 0,50 CHF | 110 000 | 25 000 | 115 692 | 25 000 | 50 883 CHF | 11 700 CHF | 96,53% | 96,53% |