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 | 5,94% | 0,33 CHF | 0,35 CHF | 160 000 | 25 000 | 160 000 | 25 000 | 51 529 CHF | 8 544 CHF | 100,00% | 100,00% |
15/07/2024 | 5,91% | 0,32 CHF | 0,34 CHF | 160 000 | 25 000 | 158 495 | 25 000 | 52 059 CHF | 8 714 CHF | 98,73% | 98,73% |
12/07/2024 | 5,74% | 0,35 CHF | 0,37 CHF | 150 000 | 25 000 | 149 966 | 25 000 | 51 908 CHF | 9 165 CHF | 99,38% | 99,38% |
11/07/2024 | 5,64% | 0,35 CHF | 0,37 CHF | 150 000 | 25 000 | 146 531 | 25 000 | 51 554 CHF | 9 311 CHF | 99,15% | 99,15% |
10/07/2024 | 5,79% | 0,35 CHF | 0,37 CHF | 150 000 | 25 000 | 154 492 | 25 000 | 51 853 CHF | 8 895 CHF | 100,00% | 100,00% |
09/07/2024 | 5,78% | 0,34 CHF | 0,36 CHF | 150 000 | 25 000 | 146 706 | 25 000 | 51 897 CHF | 9 377 CHF | 100,00% | 100,00% |
08/07/2024 | - | 0,32 CHF | 0,42 CHF | 160 000 | 20 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |
05/07/2024 | 5,03% | 0,36 CHF | 0,38 CHF | 140 000 | 25 000 | 138 709 | 25 000 | 51 850 CHF | 9 834 CHF | 95,94% | 95,94% |
04/07/2024 | 5,92% | 0,32 CHF | 0,34 CHF | 160 000 | 25 000 | 161 731 | 25 000 | 52 123 CHF | 8 556 CHF | 100,00% | 100,00% |
03/07/2024 | 6,15% | 0,32 CHF | 0,34 CHF | 160 000 | 25 000 | 168 699 | 25 000 | 51 834 CHF | 8 171 CHF | 99,73% | 99,73% |