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 | 4,80% | 0,39 CHF | 0,41 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 14 017 CHF | 14 704 CHF | 100,00% | 100,00% |
15/07/2024 | 5,70% | 0,14 CHF | 0,16 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 12 900 CHF | 13 650 CHF | 83,22% | 99,61% |
12/07/2024 | 5,82% | 0,17 CHF | 0,18 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 12 541 CHF | 13 291 CHF | 99,01% | 99,01% |
11/07/2024 | 5,49% | 0,19 CHF | 0,20 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 13 339 CHF | 14 089 CHF | 93,88% | 93,88% |
10/07/2024 | 7,00% | 0,15 CHF | 0,16 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 10 388 CHF | 11 138 CHF | 98,80% | 100,00% |
09/07/2024 | 4,82% | 0,17 CHF | 0,18 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 15 230 CHF | 15 980 CHF | 100,00% | 100,00% |
08/07/2024 | 4,47% | 0,23 CHF | 0,24 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 16 473 CHF | 17 223 CHF | 97,53% | 97,53% |
05/07/2024 | 4,74% | 0,20 CHF | 0,21 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 15 515 CHF | 16 265 CHF | 98,69% | 98,69% |
04/07/2024 | 4,74% | 0,21 CHF | 0,22 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 15 472 CHF | 16 222 CHF | 87,44% | 87,44% |
03/07/2024 | 5,20% | 0,21 CHF | 0,22 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 14 125 CHF | 14 875 CHF | 99,95% | 99,95% |