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 | 8,16% | 0,24 CHF | 0,25 CHF | 210 000 | 25 000 | 219 897 | 25 000 | 50 593 CHF | 6 242 CHF | 100,00% | 100,00% |
15/07/2024 | 8,20% | 0,23 CHF | 0,25 CHF | 220 000 | 25 000 | 213 036 | 25 000 | 50 449 CHF | 6 430 CHF | 98,73% | 98,73% |
12/07/2024 | 7,67% | 0,26 CHF | 0,28 CHF | 200 000 | 25 000 | 200 159 | 25 000 | 50 561 CHF | 6 819 CHF | 99,38% | 99,38% |
11/07/2024 | 7,66% | 0,26 CHF | 0,28 CHF | 200 000 | 25 000 | 197 729 | 25 000 | 51 344 CHF | 7 011 CHF | 99,15% | 99,15% |
10/07/2024 | 7,89% | 0,26 CHF | 0,28 CHF | 200 000 | 25 000 | 206 852 | 25 000 | 50 333 CHF | 6 586 CHF | 100,00% | 100,00% |
09/07/2024 | 7,56% | 0,24 CHF | 0,27 CHF | 210 000 | 25 000 | 197 177 | 25 000 | 51 108 CHF | 6 993 CHF | 100,00% | 100,00% |
08/07/2024 | - | 0,23 CHF | 0,33 CHF | 220 000 | 20 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |
05/07/2024 | 6,71% | 0,27 CHF | 0,29 CHF | 190 000 | 25 000 | 183 411 | 25 000 | 51 466 CHF | 7 510 CHF | 99,57% | 99,57% |
04/07/2024 | 8,09% | 0,22 CHF | 0,24 CHF | 230 000 | 25 000 | 221 119 | 25 000 | 50 526 CHF | 6 203 CHF | 100,00% | 100,00% |
03/07/2024 | 8,24% | 0,22 CHF | 0,24 CHF | 230 000 | 25 000 | 233 687 | 25 000 | 50 504 CHF | 5 872 CHF | 99,73% | 99,73% |