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 | 4,49% | 0,46 CHF | 0,49 CHF | 110 000 | 50 000 | 125 680 | 50 000 | 52 497 CHF | 21 889 CHF | 100,00% | 100,00% |
15/07/2024 | 5,47% | 0,41 CHF | 0,43 CHF | 130 000 | 50 000 | 114 569 | 50 000 | 51 884 CHF | 23 982 CHF | 99,72% | 99,72% |
12/07/2024 | 7,49% | 0,47 CHF | 0,50 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 11 371 CHF | 12 258 CHF | 99,01% | 99,01% |
11/07/2024 | 7,68% | 0,47 CHF | 0,51 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 11 640 CHF | 12 570 CHF | 98,53% | 98,53% |
10/07/2024 | 6,59% | 0,43 CHF | 0,46 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 10 569 CHF | 11 290 CHF | 99,81% | 99,81% |
09/07/2024 | 6,45% | 0,45 CHF | 0,48 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 11 598 CHF | 12 372 CHF | 100,00% | 100,00% |
08/07/2024 | 5,43% | 0,47 CHF | 0,49 CHF | 110 000 | 50 000 | 103 068 | 50 000 | 51 382 CHF | 26 347 CHF | 100,00% | 100,00% |
05/07/2024 | 5,54% | 0,51 CHF | 0,53 CHF | 100 000 | 50 000 | 101 512 | 50 000 | 50 840 CHF | 26 478 CHF | 98,80% | 98,80% |
04/07/2024 | 5,51% | 0,51 CHF | 0,54 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 51 074 CHF | 26 986 CHF | 100,00% | 100,00% |
03/07/2024 | 5,46% | 0,52 CHF | 0,55 CHF | 100 000 | 50 000 | 51 915 | 33 561 | 26 135 CHF | 17 814 CHF | 99,81% | 99,81% |