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 | 8,04% | 0,26 CHF | 0,28 CHF | 177 822 | 50 000 | 190 458 | 50 000 | 43 778 CHF | 12 474 CHF | 100,00% | 100,00% |
15/07/2024 | 7,11% | 0,23 CHF | 0,25 CHF | 190 946 | 50 000 | 177 396 | 50 000 | 46 145 CHF | 13 992 CHF | 99,72% | 99,72% |
12/07/2024 | 10,34% | 0,27 CHF | 0,30 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 6 522 CHF | 7 233 CHF | 99,01% | 99,01% |
11/07/2024 | 9,95% | 0,28 CHF | 0,30 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 6 773 CHF | 7 482 CHF | 97,88% | 97,88% |
10/07/2024 | 11,22% | 0,24 CHF | 0,27 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 5 937 CHF | 6 640 CHF | 99,81% | 99,81% |
09/07/2024 | 10,03% | 0,26 CHF | 0,29 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 6 788 CHF | 7 505 CHF | 100,00% | 100,00% |
08/07/2024 | 6,22% | 0,28 CHF | 0,29 CHF | 178 164 | 50 000 | 169 857 | 50 000 | 51 217 CHF | 16 052 CHF | 100,00% | 100,00% |
05/07/2024 | 6,21% | 0,30 CHF | 0,31 CHF | 172 190 | 50 000 | 168 989 | 50 000 | 51 606 CHF | 16 251 CHF | 82,68% | 82,68% |
04/07/2024 | 5,50% | 0,32 CHF | 0,33 CHF | 169 467 | 50 000 | 163 055 | 50 000 | 51 676 CHF | 16 750 CHF | 94,22% | 94,22% |
03/07/2024 | 7,55% | 0,33 CHF | 0,34 CHF | 160 000 | 50 000 | 73 011 | 33 561 | 22 731 CHF | 11 231 CHF | 99,81% | 99,81% |