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 | 6,47% | 0,15 CHF | 0,16 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 37 391 CHF | 39 891 CHF | 100,00% | 100,00% |
15/07/2024 | 6,35% | 0,16 CHF | 0,17 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 38 153 CHF | 40 653 CHF | 100,00% | 100,00% |
12/07/2024 | 6,04% | 0,16 CHF | 0,17 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 48 180 CHF | 51 180 CHF | 100,00% | 100,00% |
11/07/2024 | 6,67% | 0,15 CHF | 0,16 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 43 550 CHF | 46 550 CHF | 100,00% | 100,00% |
10/07/2024 | 6,41% | 0,15 CHF | 0,16 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 37 751 CHF | 40 251 CHF | 100,00% | 100,00% |
09/07/2024 | 6,38% | 0,16 CHF | 0,17 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 37 953 CHF | 40 453 CHF | 100,00% | 100,00% |
08/07/2024 | 6,22% | 0,16 CHF | 0,17 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 46 814 CHF | 49 814 CHF | 100,00% | 100,00% |
05/07/2024 | 7,17% | 0,14 CHF | 0,15 CHF | 350 000 | 350 000 | 350 000 | 350 000 | 47 150 CHF | 50 650 CHF | 100,00% | 100,00% |
04/07/2024 | 7,89% | 0,12 CHF | 0,13 CHF | 350 000 | 350 000 | 350 000 | 350 000 | 42 622 CHF | 46 122 CHF | 100,00% | 100,00% |
03/07/2024 | 7,78% | 0,12 CHF | 0,13 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 37 122 CHF | 40 122 CHF | 100,00% | 100,00% |