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 | 6,93% | 0,25 CHF | 0,27 CHF | 154 595 | 50 000 | 155 583 | 50 000 | 40 614 CHF | 13 989 CHF | 100,00% | 100,00% |
15/07/2024 | 6,54% | 0,26 CHF | 0,28 CHF | 154 913 | 50 000 | 154 253 | 50 000 | 38 489 CHF | 13 318 CHF | 98,72% | 98,72% |
12/07/2024 | 7,12% | 0,23 CHF | 0,25 CHF | 152 888 | 50 000 | 153 580 | 50 000 | 37 028 CHF | 12 944 CHF | 99,38% | 99,38% |
11/07/2024 | 6,07% | 0,25 CHF | 0,27 CHF | 154 016 | 50 000 | 156 466 | 50 000 | 42 262 CHF | 14 342 CHF | 99,16% | 99,16% |
10/07/2024 | 5,93% | 0,27 CHF | 0,29 CHF | 156 953 | 50 000 | 157 427 | 50 000 | 43 984 CHF | 14 822 CHF | 100,00% | 100,00% |
09/07/2024 | 5,84% | 0,30 CHF | 0,32 CHF | 159 407 | 50 000 | 157 286 | 50 000 | 43 840 CHF | 14 771 CHF | 100,00% | 100,00% |
08/07/2024 | 6,79% | 0,26 CHF | 0,28 CHF | 155 744 | 50 000 | 155 275 | 50 000 | 40 341 CHF | 13 903 CHF | 100,00% | 100,00% |
05/07/2024 | 6,72% | 0,26 CHF | 0,28 CHF | 155 976 | 50 000 | 155 191 | 50 000 | 39 097 CHF | 13 474 CHF | 99,62% | 99,62% |
04/07/2024 | 6,52% | 0,26 CHF | 0,28 CHF | 156 352 | 50 000 | 156 017 | 50 000 | 40 285 CHF | 13 780 CHF | 100,00% | 100,00% |
03/07/2024 | 5,47% | 0,27 CHF | 0,28 CHF | 156 794 | 50 000 | 158 172 | 50 000 | 44 131 CHF | 14 734 CHF | 99,73% | 99,73% |