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 | 6,97% | 0,13 CHF | 0,14 CHF | 600 000 | 600 000 | 600 000 | 600 000 | 83 083 CHF | 89 083 CHF | 100,00% | 100,00% |
15/07/2024 | 7,11% | 0,13 CHF | 0,14 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 68 059 CHF | 73 059 CHF | 100,00% | 100,00% |
12/07/2024 | 6,18% | 0,15 CHF | 0,16 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 78 413 CHF | 83 413 CHF | 100,00% | 100,00% |
11/07/2024 | 5,69% | 0,17 CHF | 0,18 CHF | 450 000 | 450 000 | 450 000 | 450 000 | 76 828 CHF | 81 328 CHF | 100,00% | 100,00% |
10/07/2024 | 4,81% | 0,18 CHF | 0,19 CHF | 350 000 | 350 000 | 350 000 | 350 000 | 71 161 CHF | 74 661 CHF | 100,00% | 100,00% |
09/07/2024 | 4,61% | 0,22 CHF | 0,23 CHF | 350 000 | 350 000 | 350 000 | 350 000 | 74 286 CHF | 77 786 CHF | 100,00% | 100,00% |
08/07/2024 | 4,31% | 0,23 CHF | 0,24 CHF | 350 000 | 350 000 | 350 000 | 350 000 | 79 462 CHF | 82 962 CHF | 100,00% | 100,00% |
05/07/2024 | 4,56% | 0,23 CHF | 0,24 CHF | 350 000 | 350 000 | 350 000 | 350 000 | 75 034 CHF | 78 534 CHF | 100,00% | 100,00% |
04/07/2024 | 4,14% | 0,23 CHF | 0,24 CHF | 400 000 | 400 000 | 400 000 | 400 000 | 94 655 CHF | 98 655 CHF | 100,00% | 100,00% |
03/07/2024 | 4,81% | 0,21 CHF | 0,22 CHF | 450 000 | 450 000 | 450 000 | 450 000 | 91 305 CHF | 95 805 CHF | 100,00% | 100,00% |