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 | 6,73% | 0,57 CHF | 0,58 CHF | 90 000 | 20 000 | 121 337 | 18 082 | 45 673 CHF | 7 054 CHF | 99,89% | 99,89% |
15/07/2024 | 3,00% | 0,45 CHF | 0,46 CHF | 120 000 | 20 000 | 157 470 | 20 000 | 51 755 CHF | 6 859 CHF | 99,73% | 99,73% |
12/07/2024 | 2,84% | 0,43 CHF | 0,44 CHF | 120 000 | 20 000 | 148 168 | 19 994 | 51 737 CHF | 7 285 CHF | 98,92% | 98,92% |
11/07/2024 | 2,91% | 0,74 CHF | 0,75 CHF | 70 000 | 20 000 | 97 462 | 19 041 | 49 534 CHF | 10 226 CHF | 96,68% | 96,68% |
10/07/2024 | 2,18% | 0,42 CHF | 0,43 CHF | 120 000 | 20 000 | 115 370 | 20 000 | 52 351 CHF | 9 307 CHF | 100,00% | 100,00% |
09/07/2024 | 2,14% | 0,31 CHF | 0,32 CHF | 170 000 | 20 000 | 112 197 | 20 000 | 51 884 CHF | 9 526 CHF | 99,94% | 99,94% |
08/07/2024 | 2,06% | 0,48 CHF | 0,49 CHF | 110 000 | 20 000 | 108 467 | 20 000 | 52 196 CHF | 9 862 CHF | 99,98% | 99,98% |