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 | 5,64% | 0,16 CHF | 0,17 CHF | 152 312 | 50 000 | 151 469 | 50 000 | 26 149 CHF | 9 133 CHF | 100,00% | 100,00% |
15/07/2024 | 5,35% | 0,18 CHF | 0,19 CHF | 151 012 | 50 000 | 150 208 | 50 000 | 27 531 CHF | 9 672 CHF | 99,72% | 99,72% |
12/07/2024 | 4,89% | 0,19 CHF | 0,20 CHF | 149 531 | 50 000 | 149 400 | 50 000 | 29 810 CHF | 10 477 CHF | 99,01% | 99,01% |
11/07/2024 | 4,07% | 0,23 CHF | 0,24 CHF | 146 940 | 50 000 | 146 077 | 50 000 | 35 179 CHF | 12 542 CHF | 99,08% | 99,08% |
10/07/2024 | 4,17% | 0,24 CHF | 0,25 CHF | 147 121 | 50 000 | 146 863 | 50 000 | 34 462 CHF | 12 233 CHF | 100,00% | 100,00% |
09/07/2024 | 4,31% | 0,24 CHF | 0,25 CHF | 146 237 | 50 000 | 147 509 | 50 000 | 33 489 CHF | 11 852 CHF | 100,00% | 100,00% |
08/07/2024 | 3,83% | 0,24 CHF | 0,25 CHF | 146 107 | 50 000 | 144 856 | 50 000 | 37 114 CHF | 13 312 CHF | 100,00% | 100,00% |
05/07/2024 | 3,55% | 0,27 CHF | 0,28 CHF | 144 699 | 50 000 | 143 664 | 50 000 | 39 793 CHF | 14 350 CHF | 98,98% | 98,98% |
04/07/2024 | 3,67% | 0,27 CHF | 0,28 CHF | 144 940 | 50 000 | 145 125 | 50 000 | 38 856 CHF | 13 888 CHF | 100,00% | 100,00% |
03/07/2024 | 3,71% | 0,25 CHF | 0,26 CHF | 146 483 | 50 000 | 145 277 | 50 000 | 38 508 CHF | 13 755 CHF | 100,00% | 100,00% |