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 | 5,44% | 0,23 CHF | 0,24 CHF | 220 000 | 75 000 | 171 053 | 38 341 | 51 580 CHF | 11 470 CHF | 77,17% | 77,17% |
16/07/2024 | 3,33% | 0,48 CHF | 0,49 CHF | 110 000 | 75 000 | 96 618 | 36 551 | 52 424 CHF | 19 852 CHF | 84,29% | 84,29% |
15/07/2024 | 2,57% | 0,65 CHF | 0,66 CHF | 80 000 | 75 000 | 76 017 | 36 040 | 53 675 CHF | 25 523 CHF | 91,24% | 91,24% |
12/07/2024 | 3,59% | 0,62 CHF | 0,63 CHF | 90 000 | 75 000 | 99 261 | 37 063 | 51 717 CHF | 21 273 CHF | 81,26% | 81,26% |
11/07/2024 | 3,20% | 0,55 CHF | 0,56 CHF | 100 000 | 75 000 | 93 612 | 36 204 | 51 906 CHF | 20 267 CHF | 87,48% | 87,48% |
10/07/2024 | 3,38% | 0,55 CHF | 0,56 CHF | 100 000 | 75 000 | 99 138 | 38 190 | 52 372 CHF | 20 467 CHF | 76,70% | 76,70% |
09/07/2024 | 2,95% | 0,62 CHF | 0,63 CHF | 90 000 | 75 000 | 87 655 | 35 519 | 54 286 CHF | 23 041 CHF | 95,80% | 95,80% |
08/07/2024 | 4,94% | 0,60 CHF | 0,61 CHF | 90 000 | 75 000 | 134 045 | 34 850 | 51 947 CHF | 16 319 CHF | 93,37% | 93,37% |
05/07/2024 | 5,42% | 0,28 CHF | 0,29 CHF | 180 000 | 75 000 | 152 858 | 35 355 | 51 483 CHF | 12 504 CHF | 98,22% | 98,22% |
04/07/2024 | 5,60% | 0,34 CHF | 0,35 CHF | 150 000 | 75 000 | 159 532 | 34 240 | 52 309 CHF | 11 848 CHF | 83,99% | 83,99% |