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 | 5,44% | 0,27 CHF | 0,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 13 781 CHF | 14 552 CHF | 100,00% | 100,00% |
15/07/2024 | 5,02% | 0,26 CHF | 0,27 CHF | 200 000 | 100 000 | 130 591 | 78 552 | 34 287 CHF | 21 279 CHF | 64,15% | 64,15% |
12/07/2024 | 1,62% | 0,64 CHF | 0,65 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 61 424 CHF | 62 424 CHF | 99,01% | 99,01% |
11/07/2024 | 1,70% | 0,59 CHF | 0,60 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 58 366 CHF | 59 366 CHF | 91,88% | 91,88% |
10/07/2024 | 1,85% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 100 105 | 100 000 | 53 543 CHF | 54 492 CHF | 100,00% | 100,00% |
09/07/2024 | 1,74% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 56 908 CHF | 57 908 CHF | 100,00% | 100,00% |
08/07/2024 | 1,68% | 0,58 CHF | 0,59 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 59 120 CHF | 60 120 CHF | 100,00% | 100,00% |
05/07/2024 | 1,55% | 0,59 CHF | 0,60 CHF | 100 000 | 100 000 | 99 551 | 99 551 | 64 359 CHF | 65 358 CHF | 98,52% | 98,52% |
04/07/2024 | 1,63% | 0,62 CHF | 0,63 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 60 920 CHF | 61 920 CHF | 100,00% | 100,00% |
03/07/2024 | 1,71% | 0,60 CHF | 0,61 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 58 123 CHF | 59 123 CHF | 99,82% | 99,82% |