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 | 3,97% | 0,49 CHF | 0,51 CHF | 110 000 | 50 000 | 115 045 | 50 000 | 52 870 CHF | 23 929 CHF | 100,00% | 100,00% |
15/07/2024 | 3,27% | 0,46 CHF | 0,48 CHF | 110 000 | 50 000 | 105 900 | 50 000 | 51 613 CHF | 25 209 CHF | 99,73% | 99,73% |
12/07/2024 | 5,61% | 0,49 CHF | 0,52 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 12 140 CHF | 12 840 CHF | 99,01% | 99,01% |
11/07/2024 | 5,63% | 0,50 CHF | 0,53 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 12 339 CHF | 13 054 CHF | 99,09% | 99,09% |
10/07/2024 | 5,96% | 0,47 CHF | 0,49 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 11 535 CHF | 12 242 CHF | 99,81% | 99,81% |
09/07/2024 | 5,62% | 0,48 CHF | 0,51 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 12 306 CHF | 13 017 CHF | 100,00% | 100,00% |
08/07/2024 | 3,33% | 0,50 CHF | 0,51 CHF | 100 000 | 50 000 | 100 007 | 50 000 | 52 046 CHF | 26 902 CHF | 100,00% | 100,00% |
05/07/2024 | 3,35% | 0,53 CHF | 0,54 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 52 793 CHF | 27 297 CHF | 98,45% | 98,45% |
04/07/2024 | 3,35% | 0,53 CHF | 0,55 CHF | 100 000 | 50 000 | 99 990 | 50 000 | 53 941 CHF | 27 892 CHF | 100,00% | 100,00% |
03/07/2024 | 4,66% | 0,55 CHF | 0,57 CHF | 100 000 | 50 000 | 50 683 | 33 561 | 27 073 CHF | 18 714 CHF | 99,81% | 99,81% |