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 | 4,55% | 0,27 CHF | 0,28 CHF | 173 322 | 50 000 | 179 194 | 50 000 | 46 164 CHF | 13 482 CHF | 100,00% | 100,00% |
15/07/2024 | 4,51% | 0,25 CHF | 0,26 CHF | 184 081 | 50 000 | 184 275 | 50 000 | 45 283 CHF | 12 859 CHF | 98,73% | 98,73% |
12/07/2024 | 8,65% | 0,22 CHF | 0,24 CHF | 25 000 | 25 000 | 56 879 | 29 682 | 12 514 CHF | 7 153 CHF | 91,77% | 91,77% |
11/07/2024 | 8,48% | 0,15 CHF | 0,16 CHF | 255 552 | 50 000 | 278 021 | 50 000 | 36 466 CHF | 7 155 CHF | 99,16% | 99,16% |
10/07/2024 | 10,27% | 0,13 CHF | 0,14 CHF | 287 734 | 50 000 | 288 664 | 50 000 | 35 764 CHF | 6 866 CHF | 100,00% | 100,00% |
09/07/2024 | 11,17% | 0,13 CHF | 0,14 CHF | 273 642 | 50 000 | 273 195 | 50 000 | 35 707 CHF | 7 311 CHF | 100,00% | 100,00% |
08/07/2024 | 7,97% | 0,13 CHF | 0,15 CHF | 274 895 | 50 000 | 273 859 | 50 000 | 36 190 CHF | 7 157 CHF | 100,00% | 100,00% |
05/07/2024 | 8,65% | 0,13 CHF | 0,14 CHF | 274 703 | 50 000 | 264 311 | 50 000 | 36 637 CHF | 7 561 CHF | 99,62% | 99,62% |
04/07/2024 | 10,16% | 0,14 CHF | 0,15 CHF | 271 173 | 50 000 | 278 934 | 50 000 | 36 413 CHF | 7 230 CHF | 100,00% | 100,00% |
03/07/2024 | 10,44% | 0,13 CHF | 0,14 CHF | 284 808 | 50 000 | 283 753 | 50 000 | 35 518 CHF | 6 949 CHF | 99,73% | 99,73% |