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 | 4,30% | 0,43 CHF | 0,45 CHF | 120 000 | 50 000 | 128 248 | 50 000 | 51 603 CHF | 21 020 CHF | 100,00% | 100,00% |
15/07/2024 | 4,29% | 0,40 CHF | 0,42 CHF | 130 000 | 50 000 | 121 968 | 50 000 | 52 473 CHF | 22 477 CHF | 99,73% | 99,73% |
12/07/2024 | 6,58% | 0,44 CHF | 0,47 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 10 705 CHF | 11 433 CHF | 99,01% | 99,01% |
11/07/2024 | 6,40% | 0,44 CHF | 0,47 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 10 928 CHF | 11 651 CHF | 99,09% | 99,09% |
10/07/2024 | 6,64% | 0,41 CHF | 0,44 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 10 119 CHF | 10 813 CHF | 99,81% | 99,81% |
09/07/2024 | 6,08% | 0,42 CHF | 0,45 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 10 911 CHF | 11 596 CHF | 100,00% | 100,00% |
08/07/2024 | 3,95% | 0,44 CHF | 0,46 CHF | 120 000 | 50 000 | 112 449 | 50 000 | 52 023 CHF | 24 080 CHF | 100,00% | 100,00% |
05/07/2024 | 3,79% | 0,47 CHF | 0,49 CHF | 110 000 | 50 000 | 110 000 | 50 000 | 51 758 CHF | 24 436 CHF | 98,50% | 98,50% |
04/07/2024 | 3,93% | 0,48 CHF | 0,50 CHF | 110 000 | 50 000 | 109 987 | 50 000 | 52 896 CHF | 25 011 CHF | 100,00% | 100,00% |
03/07/2024 | 5,14% | 0,49 CHF | 0,51 CHF | 110 000 | 50 000 | 54 107 | 33 561 | 25 747 CHF | 16 752 CHF | 99,81% | 99,81% |