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 | 4,70% | 0,41 CHF | 0,42 CHF | 121 853 | 50 000 | 123 431 | 50 000 | 44 359 CHF | 18 840 CHF | 100,00% | 100,00% |
15/07/2024 | 4,81% | 0,35 CHF | 0,37 CHF | 123 541 | 50 000 | 121 958 | 50 000 | 47 613 CHF | 20 492 CHF | 55,05% | 55,05% |
12/07/2024 | 6,79% | 0,42 CHF | 0,44 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 10 031 CHF | 10 735 CHF | 99,01% | 99,01% |
11/07/2024 | 6,74% | 0,42 CHF | 0,45 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 10 293 CHF | 11 011 CHF | 99,09% | 99,09% |
10/07/2024 | 7,76% | 0,37 CHF | 0,40 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 8 994 CHF | 9 717 CHF | 99,81% | 99,81% |
09/07/2024 | 6,87% | 0,39 CHF | 0,42 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 10 156 CHF | 10 878 CHF | 100,00% | 100,00% |
08/07/2024 | 4,03% | 0,41 CHF | 0,43 CHF | 121 935 | 50 000 | 115 280 | 50 000 | 51 721 CHF | 23 379 CHF | 93,73% | 93,73% |
05/07/2024 | 4,04% | 0,45 CHF | 0,47 CHF | 120 000 | 50 000 | 117 779 | 50 000 | 52 790 CHF | 23 347 CHF | 98,86% | 98,86% |
04/07/2024 | 3,79% | 0,46 CHF | 0,48 CHF | 110 000 | 50 000 | 113 047 | 50 000 | 51 738 CHF | 23 780 CHF | 100,00% | 100,00% |
03/07/2024 | 5,49% | 0,47 CHF | 0,48 CHF | 110 000 | 50 000 | 56 540 | 33 561 | 25 117 CHF | 15 714 CHF | 99,81% | 99,81% |