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% | 0,51 CHF | 0,52 CHF | 100 000 | 50 000 | 100 916 | 25 361 | 51 404 CHF | 13 216 CHF | 99,45% | 99,45% |
15/07/2024 | 2,90% | 0,54 CHF | 0,55 CHF | 100 000 | 50 000 | 94 427 | 30 733 | 53 273 CHF | 17 934 CHF | 55,82% | 55,82% |
12/07/2024 | 3,49% | 0,44 CHF | 0,45 CHF | 120 000 | 50 000 | 130 022 | 38 671 | 52 147 CHF | 16 839 CHF | 33,81% | 33,81% |
11/07/2024 | 4,33% | 0,35 CHF | 0,36 CHF | 150 000 | 50 000 | 128 269 | 27 797 | 51 911 CHF | 11 446 CHF | 65,85% | 65,85% |
10/07/2024 | 4,39% | 0,40 CHF | 0,41 CHF | 130 000 | 50 000 | 138 076 | 25 910 | 51 929 CHF | 10 117 CHF | 90,26% | 90,26% |
09/07/2024 | 7,15% | 0,28 CHF | 0,29 CHF | 180 000 | 50 000 | 201 241 | 25 351 | 50 640 CHF | 7 066 CHF | 99,68% | 99,68% |
08/07/2024 | 8,90% | 0,22 CHF | 0,23 CHF | 230 000 | 50 000 | 254 598 | 26 463 | 50 612 CHF | 6 036 CHF | 81,98% | 81,98% |
05/07/2024 | 14,42% | 0,14 CHF | 0,15 CHF | 360 000 | 50 000 | 469 411 | 40 334 | 42 778 CHF | 4 493 CHF | 30,44% | 98,35% |
04/07/2024 | 15,38% | 0,06 CHF | 0,07 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 30 000 CHF | 3 500 CHF | 1,58% | 75,77% |