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 | 5,65% | 0,37 CHF | 0,39 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 16 078 CHF | 17 009 CHF | 100,00% | 100,00% |
15/07/2024 | 4,77% | 0,32 CHF | 0,33 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 18 224 CHF | 19 113 CHF | 99,72% | 99,72% |
12/07/2024 | 7,63% | 0,38 CHF | 0,41 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 9 106 CHF | 9 828 CHF | 99,01% | 99,01% |
11/07/2024 | 6,92% | 0,38 CHF | 0,41 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 9 392 CHF | 10 065 CHF | 99,04% | 99,04% |
10/07/2024 | 8,39% | 0,33 CHF | 0,36 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 8 059 CHF | 8 759 CHF | 99,81% | 99,81% |
09/07/2024 | 7,03% | 0,35 CHF | 0,38 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 9 254 CHF | 9 928 CHF | 100,00% | 100,00% |
08/07/2024 | 4,59% | 0,37 CHF | 0,39 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 20 485 CHF | 21 446 CHF | 100,00% | 100,00% |
05/07/2024 | 4,44% | 0,42 CHF | 0,44 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 20 542 CHF | 21 474 CHF | 98,86% | 98,86% |
04/07/2024 | 4,57% | 0,42 CHF | 0,44 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 20 983 CHF | 21 963 CHF | 100,00% | 100,00% |
03/07/2024 | 5,49% | 0,43 CHF | 0,45 CHF | 50 000 | 50 000 | 33 561 | 33 561 | 13 747 CHF | 14 467 CHF | 99,81% | 99,81% |