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 | 2,62% | 0,48 CHF | 0,49 CHF | 103 872 | 50 000 | 104 597 | 50 000 | 47 975 CHF | 23 543 CHF | 100,00% | 100,00% |
15/07/2024 | 3,03% | 0,44 CHF | 0,46 CHF | 105 017 | 50 000 | 105 113 | 50 000 | 46 322 CHF | 22 712 CHF | 98,73% | 98,73% |
12/07/2024 | 5,05% | 0,40 CHF | 0,43 CHF | 25 000 | 25 000 | 40 350 | 29 682 | 16 283 CHF | 12 581 CHF | 91,77% | 91,77% |
11/07/2024 | 4,80% | 0,27 CHF | 0,28 CHF | 112 520 | 50 000 | 115 099 | 50 000 | 26 225 CHF | 11 957 CHF | 99,15% | 99,15% |
10/07/2024 | 4,74% | 0,22 CHF | 0,23 CHF | 115 652 | 50 000 | 116 182 | 50 000 | 24 426 CHF | 11 023 CHF | 100,00% | 100,00% |
09/07/2024 | 4,63% | 0,21 CHF | 0,22 CHF | 115 995 | 50 000 | 115 154 | 50 000 | 26 323 CHF | 11 971 CHF | 100,00% | 100,00% |
08/07/2024 | 4,83% | 0,23 CHF | 0,24 CHF | 114 787 | 50 000 | 115 094 | 50 000 | 26 080 CHF | 11 891 CHF | 100,00% | 100,00% |
05/07/2024 | 4,49% | 0,22 CHF | 0,23 CHF | 115 560 | 50 000 | 114 471 | 50 000 | 28 147 CHF | 12 862 CHF | 99,62% | 99,62% |
04/07/2024 | 4,36% | 0,24 CHF | 0,25 CHF | 115 148 | 50 000 | 115 758 | 50 000 | 26 633 CHF | 12 016 CHF | 100,00% | 100,00% |
03/07/2024 | 6,04% | 0,23 CHF | 0,24 CHF | 115 783 | 50 000 | 116 271 | 50 000 | 25 574 CHF | 11 686 CHF | 99,73% | 99,73% |