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 | 4,21% | 0,24 CHF | 0,25 CHF | 152 088 | 50 000 | 151 531 | 50 000 | 35 301 CHF | 12 147 CHF | 100,00% | 100,00% |
15/07/2024 | 4,51% | 0,23 CHF | 0,24 CHF | 151 797 | 50 000 | 150 324 | 50 000 | 32 788 CHF | 11 399 CHF | 99,72% | 99,72% |
12/07/2024 | 4,76% | 0,21 CHF | 0,22 CHF | 149 215 | 50 000 | 149 318 | 50 000 | 30 650 CHF | 10 763 CHF | 99,01% | 99,01% |
11/07/2024 | 5,86% | 0,18 CHF | 0,19 CHF | 146 571 | 50 000 | 146 192 | 50 000 | 24 321 CHF | 8 817 CHF | 99,08% | 99,08% |
10/07/2024 | 5,75% | 0,16 CHF | 0,17 CHF | 146 608 | 50 000 | 146 872 | 50 000 | 24 828 CHF | 8 952 CHF | 100,00% | 100,00% |
09/07/2024 | 5,42% | 0,17 CHF | 0,18 CHF | 146 474 | 50 000 | 147 704 | 50 000 | 26 557 CHF | 9 489 CHF | 100,00% | 100,00% |
08/07/2024 | 6,40% | 0,16 CHF | 0,17 CHF | 145 405 | 50 000 | 144 733 | 50 000 | 21 922 CHF | 8 072 CHF | 100,00% | 100,00% |
05/07/2024 | 7,16% | 0,14 CHF | 0,15 CHF | 143 967 | 50 000 | 143 799 | 50 000 | 19 396 CHF | 7 244 CHF | 46,97% | 98,98% |
04/07/2024 | 6,86% | 0,14 CHF | 0,15 CHF | 144 462 | 50 000 | 144 984 | 50 000 | 20 428 CHF | 7 544 CHF | 100,00% | 100,00% |
03/07/2024 | 6,73% | 0,16 CHF | 0,17 CHF | 146 483 | 50 000 | 145 291 | 50 000 | 20 922 CHF | 7 699 CHF | 100,00% | 100,00% |