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 | 6,01% | 0,32 CHF | 0,34 CHF | 160 000 | 25 000 | 168 716 | 25 000 | 52 507 CHF | 8 264 CHF | 100,00% | 100,00% |
15/07/2024 | 6,13% | 0,31 CHF | 0,33 CHF | 170 000 | 25 000 | 163 288 | 25 000 | 51 818 CHF | 8 439 CHF | 98,73% | 98,73% |
12/07/2024 | 5,87% | 0,34 CHF | 0,36 CHF | 150 000 | 25 000 | 156 331 | 25 000 | 52 140 CHF | 8 846 CHF | 99,38% | 99,38% |
11/07/2024 | 5,70% | 0,34 CHF | 0,36 CHF | 150 000 | 25 000 | 151 775 | 25 000 | 51 763 CHF | 9 030 CHF | 99,16% | 99,16% |
10/07/2024 | 5,99% | 0,34 CHF | 0,36 CHF | 150 000 | 25 000 | 159 707 | 25 000 | 51 744 CHF | 8 601 CHF | 100,00% | 100,00% |
09/07/2024 | 6,35% | 0,33 CHF | 0,35 CHF | 160 000 | 25 000 | 152 909 | 25 000 | 51 968 CHF | 9 059 CHF | 100,00% | 100,00% |
08/07/2024 | - | 0,31 CHF | 0,41 CHF | 170 000 | 20 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |
05/07/2024 | 5,25% | 0,35 CHF | 0,37 CHF | 150 000 | 25 000 | 143 084 | 25 000 | 51 737 CHF | 9 534 CHF | 99,62% | 99,62% |
04/07/2024 | 6,16% | 0,31 CHF | 0,33 CHF | 170 000 | 25 000 | 166 578 | 25 000 | 51 668 CHF | 8 253 CHF | 100,00% | 100,00% |
03/07/2024 | 6,29% | 0,31 CHF | 0,32 CHF | 170 000 | 25 000 | 174 231 | 25 000 | 51 689 CHF | 7 903 CHF | 99,73% | 99,73% |