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 | 3,56% | 0,28 CHF | 0,29 CHF | 152 399 | 50 000 | 151 517 | 50 000 | 41 790 CHF | 14 290 CHF | 100,00% | 100,00% |
15/07/2024 | 3,74% | 0,27 CHF | 0,28 CHF | 151 183 | 50 000 | 150 338 | 50 000 | 39 687 CHF | 13 691 CHF | 99,72% | 99,72% |
12/07/2024 | 3,93% | 0,26 CHF | 0,27 CHF | 149 615 | 50 000 | 149 399 | 50 000 | 37 263 CHF | 12 971 CHF | 99,01% | 99,01% |
11/07/2024 | 4,66% | 0,22 CHF | 0,23 CHF | 146 812 | 50 000 | 146 383 | 50 000 | 30 744 CHF | 11 001 CHF | 99,09% | 99,09% |
10/07/2024 | 4,54% | 0,21 CHF | 0,22 CHF | 146 928 | 50 000 | 146 822 | 50 000 | 31 654 CHF | 11 279 CHF | 100,00% | 100,00% |
09/07/2024 | 4,35% | 0,21 CHF | 0,22 CHF | 146 633 | 50 000 | 147 725 | 50 000 | 33 284 CHF | 11 764 CHF | 100,00% | 100,00% |
08/07/2024 | 4,95% | 0,21 CHF | 0,22 CHF | 145 772 | 50 000 | 144 913 | 50 000 | 28 559 CHF | 10 353 CHF | 100,00% | 100,00% |