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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 7,15% | 0,16 CHF | 0,17 CHF | 320 000 | 75 000 | 228 722 | 38 330 | 50 891 CHF | 8 579 CHF | 77,14% | 77,14% |
16/07/2024 | 3,88% | 0,40 CHF | 0,41 CHF | 130 000 | 75 000 | 112 505 | 36 480 | 52 316 CHF | 17 000 CHF | 84,13% | 84,13% |
15/07/2024 | 2,87% | 0,57 CHF | 0,58 CHF | 90 000 | 75 000 | 85 278 | 36 039 | 53 635 CHF | 22 756 CHF | 91,20% | 91,20% |
12/07/2024 | 4,21% | 0,55 CHF | 0,56 CHF | 100 000 | 75 000 | 116 720 | 37 062 | 51 735 CHF | 18 429 CHF | 81,27% | 81,27% |
11/07/2024 | 3,66% | 0,47 CHF | 0,48 CHF | 110 000 | 75 000 | 110 594 | 36 262 | 52 868 CHF | 17 533 CHF | 87,52% | 87,52% |
10/07/2024 | 3,94% | 0,47 CHF | 0,48 CHF | 110 000 | 75 000 | 115 234 | 38 191 | 51 962 CHF | 17 550 CHF | 76,69% | 76,69% |
09/07/2024 | 3,39% | 0,54 CHF | 0,55 CHF | 100 000 | 75 000 | 98 051 | 35 525 | 53 110 CHF | 20 304 CHF | 95,81% | 95,81% |
08/07/2024 | 6,25% | 0,52 CHF | 0,53 CHF | 100 000 | 75 000 | 168 029 | 34 852 | 51 695 CHF | 13 656 CHF | 93,35% | 93,35% |
05/07/2024 | 6,89% | 0,21 CHF | 0,22 CHF | 240 000 | 75 000 | 197 510 | 35 358 | 51 514 CHF | 9 818 CHF | 98,11% | 98,11% |
04/07/2024 | 7,32% | 0,26 CHF | 0,27 CHF | 200 000 | 75 000 | 201 069 | 34 245 | 50 415 CHF | 9 227 CHF | 84,00% | 84,00% |