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 | 3,60% | 0,26 CHF | 0,27 CHF | 200 000 | 75 000 | 187 412 | 75 000 | 51 103 CHF | 21 212 CHF | 100,00% | 100,00% |
15/07/2024 | 3,92% | 0,28 CHF | 0,29 CHF | 180 000 | 75 000 | 202 357 | 75 000 | 50 673 CHF | 19 616 CHF | 38,83% | 38,83% |
12/07/2024 | 3,73% | 0,24 CHF | 0,25 CHF | 217 065 | 75 000 | 194 576 | 75 000 | 51 174 CHF | 20 518 CHF | 98,68% | 98,68% |
11/07/2024 | 3,51% | 0,27 CHF | 0,28 CHF | 190 000 | 75 000 | 182 876 | 75 000 | 51 239 CHF | 21 779 CHF | 99,15% | 99,15% |
10/07/2024 | 3,35% | 0,29 CHF | 0,30 CHF | 180 000 | 75 000 | 175 010 | 75 000 | 51 339 CHF | 22 774 CHF | 99,38% | 99,38% |
09/07/2024 | 3,09% | 0,34 CHF | 0,35 CHF | 150 000 | 75 000 | 163 073 | 75 000 | 51 939 CHF | 24 680 CHF | 100,00% | 100,00% |
08/07/2024 | 3,28% | 0,30 CHF | 0,31 CHF | 170 000 | 75 000 | 171 933 | 75 000 | 51 568 CHF | 23 255 CHF | 100,00% | 100,00% |
05/07/2024 | 3,67% | 0,32 CHF | 0,33 CHF | 160 000 | 75 000 | 180 628 | 75 000 | 51 101 CHF | 22 067 CHF | 99,62% | 99,62% |
04/07/2024 | 3,41% | 0,29 CHF | 0,30 CHF | 180 000 | 75 000 | 177 496 | 75 000 | 51 246 CHF | 22 426 CHF | 100,00% | 100,00% |
03/07/2024 | 3,20% | 0,31 CHF | 0,32 CHF | 170 000 | 75 000 | 168 373 | 75 000 | 51 841 CHF | 23 899 CHF | 99,73% | 99,73% |