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 | 19,04% | 0,05 CHF | 0,06 CHF | 103 000 | 103 000 | 102 582 | 102 582 | 5 006 CHF | 6 031 CHF | 100,00% | 100,00% |
15/07/2024 | 14,84% | 0,08 CHF | 0,09 CHF | 100 000 | 100 000 | 102 185 | 102 185 | 6 449 CHF | 7 471 CHF | 100,00% | 100,00% |
12/07/2024 | 13,57% | 0,11 CHF | 0,12 CHF | 100 000 | 100 000 | 101 194 | 101 194 | 7 444 CHF | 8 456 CHF | 100,00% | 100,00% |
11/07/2024 | 9,90% | 0,09 CHF | 0,10 CHF | 100 000 | 100 000 | 99 889 | 99 889 | 9 750 CHF | 10 750 CHF | 98,83% | 98,83% |
10/07/2024 | 7,00% | 0,13 CHF | 0,14 CHF | 100 000 | 100 000 | 98 850 | 98 850 | 13 647 CHF | 14 635 CHF | 100,00% | 100,00% |
09/07/2024 | 6,33% | 0,14 CHF | 0,15 CHF | 100 000 | 100 000 | 98 277 | 98 277 | 15 107 CHF | 16 090 CHF | 94,19% | 94,19% |
08/07/2024 | 5,27% | 0,17 CHF | 0,18 CHF | 98 000 | 98 000 | 97 596 | 97 596 | 18 058 CHF | 19 034 CHF | 100,00% | 100,00% |
05/07/2024 | 5,68% | 0,17 CHF | 0,18 CHF | 98 000 | 98 000 | 97 601 | 97 601 | 16 728 CHF | 17 704 CHF | 99,81% | 99,81% |
04/07/2024 | 6,84% | 0,16 CHF | 0,17 CHF | 98 000 | 98 000 | 98 829 | 98 829 | 13 975 CHF | 14 963 CHF | 100,00% | 100,00% |
03/07/2024 | 8,22% | 0,14 CHF | 0,16 CHF | 98 000 | 98 000 | 99 471 | 99 471 | 11 801 CHF | 12 795 CHF | 100,00% | 100,00% |