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 | 6,45% | 0,30 CHF | 0,32 CHF | 170 000 | 25 000 | 178 626 | 25 000 | 52 035 CHF | 7 770 CHF | 100,00% | 100,00% |
15/07/2024 | 6,57% | 0,29 CHF | 0,31 CHF | 180 000 | 25 000 | 173 282 | 25 000 | 51 536 CHF | 7 944 CHF | 98,73% | 98,73% |
12/07/2024 | 6,33% | 0,32 CHF | 0,34 CHF | 160 000 | 25 000 | 166 165 | 25 000 | 52 125 CHF | 8 359 CHF | 99,38% | 99,38% |
11/07/2024 | 6,11% | 0,32 CHF | 0,34 CHF | 160 000 | 25 000 | 161 773 | 25 000 | 51 943 CHF | 8 536 CHF | 99,15% | 99,15% |
10/07/2024 | 6,36% | 0,32 CHF | 0,34 CHF | 160 000 | 25 000 | 169 707 | 25 000 | 51 663 CHF | 8 111 CHF | 100,00% | 100,00% |
09/07/2024 | 6,74% | 0,31 CHF | 0,33 CHF | 170 000 | 25 000 | 162 295 | 25 000 | 52 020 CHF | 8 577 CHF | 100,00% | 100,00% |
08/07/2024 | - | 0,29 CHF | 0,39 CHF | 180 000 | 20 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |
05/07/2024 | 5,47% | 0,33 CHF | 0,35 CHF | 160 000 | 25 000 | 151 879 | 25 000 | 51 943 CHF | 9 041 CHF | 99,62% | 99,62% |
04/07/2024 | 6,50% | 0,29 CHF | 0,31 CHF | 180 000 | 25 000 | 176 491 | 25 000 | 51 270 CHF | 7 756 CHF | 100,00% | 100,00% |
03/07/2024 | 6,79% | 0,29 CHF | 0,30 CHF | 180 000 | 25 000 | 184 257 | 25 000 | 50 986 CHF | 7 408 CHF | 99,73% | 99,73% |