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 | 7,01% | 0,27 CHF | 0,29 CHF | 190 000 | 25 000 | 195 482 | 25 000 | 51 684 CHF | 7 093 CHF | 100,00% | 100,00% |
15/07/2024 | 7,16% | 0,26 CHF | 0,28 CHF | 200 000 | 25 000 | 188 786 | 25 000 | 51 142 CHF | 7 283 CHF | 98,73% | 98,73% |
12/07/2024 | 6,74% | 0,29 CHF | 0,31 CHF | 180 000 | 25 000 | 179 702 | 25 000 | 51 862 CHF | 7 718 CHF | 99,38% | 99,38% |
11/07/2024 | 6,62% | 0,30 CHF | 0,32 CHF | 170 000 | 25 000 | 174 917 | 25 000 | 51 436 CHF | 7 859 CHF | 99,16% | 99,16% |
10/07/2024 | 6,96% | 0,29 CHF | 0,31 CHF | 180 000 | 25 000 | 182 792 | 25 000 | 50 704 CHF | 7 438 CHF | 100,00% | 100,00% |
09/07/2024 | 6,91% | 0,28 CHF | 0,30 CHF | 180 000 | 25 000 | 175 816 | 25 000 | 51 977 CHF | 7 926 CHF | 100,00% | 100,00% |
08/07/2024 | - | 0,26 CHF | 0,36 CHF | 200 000 | 20 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |
05/07/2024 | 5,85% | 0,30 CHF | 0,32 CHF | 170 000 | 25 000 | 164 783 | 25 000 | 51 906 CHF | 8 358 CHF | 99,62% | 99,62% |
04/07/2024 | 7,23% | 0,26 CHF | 0,28 CHF | 200 000 | 25 000 | 194 204 | 25 000 | 51 567 CHF | 7 143 CHF | 100,00% | 100,00% |
03/07/2024 | 7,37% | 0,26 CHF | 0,28 CHF | 200 000 | 25 000 | 203 096 | 25 000 | 50 452 CHF | 6 689 CHF | 99,73% | 99,73% |