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 | 5,36% | 0,37 CHF | 0,39 CHF | 140 000 | 50 000 | 153 210 | 50 000 | 52 028 CHF | 17 943 CHF | 100,00% | 100,00% |
15/07/2024 | 4,63% | 0,34 CHF | 0,36 CHF | 150 000 | 50 000 | 141 670 | 50 000 | 52 230 CHF | 19 335 CHF | 99,73% | 99,73% |
12/07/2024 | 7,27% | 0,38 CHF | 0,40 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 9 180 CHF | 9 873 CHF | 99,01% | 99,01% |
11/07/2024 | 7,10% | 0,38 CHF | 0,41 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 9 393 CHF | 10 084 CHF | 99,09% | 99,09% |
10/07/2024 | 8,04% | 0,35 CHF | 0,38 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 8 567 CHF | 9 282 CHF | 99,81% | 99,81% |
09/07/2024 | 7,12% | 0,36 CHF | 0,39 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 9 381 CHF | 10 073 CHF | 100,00% | 100,00% |
08/07/2024 | 4,55% | 0,38 CHF | 0,40 CHF | 140 000 | 50 000 | 130 404 | 50 000 | 52 482 CHF | 21 064 CHF | 100,00% | 100,00% |
05/07/2024 | 4,61% | 0,41 CHF | 0,43 CHF | 130 000 | 50 000 | 129 202 | 50 000 | 52 433 CHF | 21 253 CHF | 98,72% | 98,72% |
04/07/2024 | 4,32% | 0,41 CHF | 0,43 CHF | 130 000 | 50 000 | 123 455 | 50 000 | 51 395 CHF | 21 746 CHF | 100,00% | 100,00% |
03/07/2024 | 5,88% | 0,43 CHF | 0,44 CHF | 120 000 | 50 000 | 59 314 | 33 561 | 24 364 CHF | 14 570 CHF | 99,81% | 99,81% |