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 | 7,98% | 0,10 CHF | 0,13 CHF | 152 312 | 50 000 | 150 752 | 50 000 | 18 150 CHF | 6 520 CHF | 41,11% | 100,00% |
15/07/2024 | 7,08% | 0,12 CHF | 0,13 CHF | 151 183 | 50 000 | 149 479 | 50 000 | 20 467 CHF | 7 349 CHF | 65,67% | 99,72% |
12/07/2024 | 6,78% | 0,13 CHF | 0,14 CHF | 149 782 | 50 000 | 149 080 | 50 000 | 21 274 CHF | 7 635 CHF | 99,01% | 99,01% |
11/07/2024 | 5,35% | 0,17 CHF | 0,18 CHF | 146 508 | 50 000 | 146 140 | 50 000 | 26 637 CHF | 9 614 CHF | 98,76% | 98,76% |
10/07/2024 | 5,44% | 0,19 CHF | 0,20 CHF | 146 482 | 50 000 | 146 834 | 50 000 | 26 290 CHF | 9 453 CHF | 100,00% | 100,00% |
09/07/2024 | 5,79% | 0,18 CHF | 0,19 CHF | 146 476 | 50 000 | 147 578 | 50 000 | 24 798 CHF | 8 903 CHF | 100,00% | 100,00% |
08/07/2024 | 4,94% | 0,19 CHF | 0,20 CHF | 145 297 | 50 000 | 144 592 | 50 000 | 28 545 CHF | 10 372 CHF | 100,00% | 100,00% |
05/07/2024 | 4,49% | 0,21 CHF | 0,22 CHF | 144 012 | 50 000 | 143 713 | 50 000 | 31 327 CHF | 11 399 CHF | 98,98% | 98,98% |
04/07/2024 | 4,66% | 0,21 CHF | 0,22 CHF | 144 462 | 50 000 | 144 968 | 50 000 | 30 368 CHF | 10 975 CHF | 100,00% | 100,00% |
03/07/2024 | 4,70% | 0,19 CHF | 0,20 CHF | 146 739 | 50 000 | 145 329 | 50 000 | 30 233 CHF | 10 903 CHF | 100,00% | 100,00% |