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 | 29,82% | 0,03 CHF | 0,04 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 8 405 CHF | 3 780 CHF | 100,00% | 100,00% |
15/07/2024 | 25,46% | 0,03 CHF | 0,04 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 9 974 CHF | 4 287 CHF | 94,63% | 94,63% |
12/07/2024 | 29,50% | 0,03 CHF | 0,04 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 8 200 CHF | 3 677 CHF | 99,01% | 99,01% |
11/07/2024 | 33,40% | 0,02 CHF | 0,03 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 7 052 CHF | 3 291 CHF | 99,09% | 99,09% |
10/07/2024 | 38,94% | 0,03 CHF | 0,03 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 6 170 CHF | 3 046 CHF | 100,00% | 100,00% |
09/07/2024 | 76,47% | 0,02 CHF | 0,03 CHF | 300 000 | 100 000 | 103 432 | 60 686 | 1 636 CHF | 1 945 CHF | 100,00% | 100,00% |
08/07/2024 | 64,86% | 0,02 CHF | 0,03 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 4 594 CHF | 3 000 CHF | 99,37% | 99,37% |
05/07/2024 | 49,73% | 0,02 CHF | 0,03 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 5 431 CHF | 3 000 CHF | 98,26% | 98,26% |
04/07/2024 | 89,68% | 0,02 CHF | 0,03 CHF | 300 000 | 100 000 | 68 436 | 53 687 | 941 CHF | 1 728 CHF | 99,37% | 99,37% |
03/07/2024 | 60,25% | 0,02 CHF | 0,03 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 5 001 CHF | 3 100 CHF | 100,00% | 100,00% |