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 | 6,65% | 6,77 CHF | 7,07 CHF | 20 000 | 20 000 | 12 105 | 7 368 | 92 056 CHF | 57 725 CHF | 94,90% | 94,90% |
15/07/2024 | 5,47% | 9,47 CHF | 9,77 CHF | 20 000 | 20 000 | 12 191 | 7 505 | 114 252 CHF | 72 687 CHF | 98,65% | 98,65% |
12/07/2024 | 9,95% | 10,65 CHF | 11,15 CHF | 20 000 | 20 000 | 12 171 | 7 474 | 107 406 CHF | 73 501 CHF | 99,63% | 99,63% |
11/07/2024 | 8,82% | 9,08 CHF | 9,58 CHF | 20 000 | 20 000 | 12 376 | 7 801 | 117 332 CHF | 78 966 CHF | 90,55% | 90,55% |
10/07/2024 | 6,54% | 9,48 CHF | 9,78 CHF | 30 000 | 30 000 | 14 391 | 11 269 | 124 576 CHF | 105 396 CHF | 97,62% | 97,62% |
09/07/2024 | 6,31% | 7,54 CHF | 7,84 CHF | 20 000 | 20 000 | 12 245 | 7 591 | 98 263 CHF | 63 035 CHF | 96,23% | 96,23% |
08/07/2024 | 7,73% | 6,93 CHF | 7,23 CHF | 30 000 | 30 000 | 14 370 | 11 244 | 98 029 CHF | 82 247 CHF | 98,94% | 98,94% |
05/07/2024 | 7,34% | 6,13 CHF | 6,33 CHF | 30 000 | 30 000 | 22 147 | 11 152 | 108 470 CHF | 61 468 CHF | 95,59% | 95,59% |
04/07/2024 | 8,57% | 4,30 CHF | 4,70 CHF | 20 000 | 6 000 | 20 000 | 6 000 | 89 379 CHF | 29 214 CHF | 97,26% | 97,26% |
03/07/2024 | 7,64% | 4,54 CHF | 4,74 CHF | 30 000 | 30 000 | 22 171 | 11 210 | 99 282 CHF | 53 289 CHF | 99,62% | 99,62% |