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 | 8,85% | 0,09 CHF | 0,10 CHF | 185 915 | 75 000 | 187 821 | 75 000 | 20 381 CHF | 8 886 CHF | 100,00% | 100,00% |
15/07/2024 | 7,89% | 0,13 CHF | 0,14 CHF | 189 733 | 75 000 | 189 642 | 75 000 | 23 126 CHF | 9 895 CHF | 99,72% | 99,72% |
12/07/2024 | 7,22% | 0,13 CHF | 0,14 CHF | 189 781 | 75 000 | 191 168 | 75 000 | 25 544 CHF | 10 771 CHF | 99,01% | 99,01% |
11/07/2024 | 6,42% | 0,14 CHF | 0,15 CHF | 190 990 | 75 000 | 194 071 | 75 000 | 29 324 CHF | 12 081 CHF | 99,09% | 99,09% |
10/07/2024 | 5,70% | 0,16 CHF | 0,17 CHF | 196 028 | 75 000 | 197 010 | 75 000 | 33 567 CHF | 13 528 CHF | 100,00% | 100,00% |
09/07/2024 | 5,08% | 0,18 CHF | 0,19 CHF | 198 644 | 75 000 | 200 659 | 75 000 | 38 543 CHF | 15 155 CHF | 100,00% | 100,00% |
08/07/2024 | 4,53% | 0,21 CHF | 0,22 CHF | 202 892 | 75 000 | 202 788 | 75 000 | 43 810 CHF | 16 953 CHF | 100,00% | 100,00% |
05/07/2024 | 4,59% | 0,22 CHF | 0,23 CHF | 203 368 | 75 000 | 203 299 | 75 000 | 43 308 CHF | 16 727 CHF | 98,98% | 98,98% |
04/07/2024 | 4,43% | 0,22 CHF | 0,23 CHF | 205 628 | 75 000 | 205 649 | 75 000 | 45 363 CHF | 17 294 CHF | 100,00% | 100,00% |
03/07/2024 | 4,44% | 0,22 CHF | 0,23 CHF | 205 332 | 75 000 | 205 862 | 75 000 | 45 319 CHF | 17 261 CHF | 100,00% | 100,00% |