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 | 74,09% | 0,02 CHF | 0,03 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 7 518 CHF | 3 280 CHF | 100,00% | 100,00% |
15/07/2024 | 47,28% | 0,02 CHF | 0,03 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 9 488 CHF | 3 056 CHF | 96,55% | 96,55% |
12/07/2024 | 70,51% | 0,02 CHF | 0,03 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 7 860 CHF | 3 293 CHF | 99,01% | 99,01% |
11/07/2024 | 84,68% | 0,01 CHF | 0,03 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 6 609 CHF | 3 259 CHF | 99,09% | 99,09% |
10/07/2024 | 88,70% | 0,02 CHF | 0,03 CHF | 500 000 | 100 000 | 321 819 | 100 000 | 3 982 CHF | 3 126 CHF | 100,00% | 100,00% |
09/07/2024 | 133,36% | 0,01 CHF | 0,03 CHF | 100 000 | 100 000 | 60 686 | 60 686 | 447 CHF | 2 022 CHF | 100,00% | 100,00% |
08/07/2024 | 111,42% | 0,01 CHF | 0,03 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 854 CHF | 3 000 CHF | 99,38% | 99,38% |
05/07/2024 | 97,54% | 0,01 CHF | 0,03 CHF | 100 000 | 100 000 | 104 299 | 100 000 | 1 092 CHF | 3 008 CHF | 98,26% | 98,26% |
04/07/2024 | 141,65% | 0,01 CHF | 0,03 CHF | 100 000 | 100 000 | 53 946 | 53 946 | 337 CHF | 1 838 CHF | 92,85% | 99,37% |
03/07/2024 | 108,85% | 0,01 CHF | 0,03 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 916 CHF | 3 100 CHF | 100,00% | 100,00% |