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 | 7,13% | 0,15 CHF | 0,16 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 39 927 CHF | 14 291 CHF | 100,00% | 100,00% |
15/07/2024 | 6,58% | 0,14 CHF | 0,15 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 42 490 CHF | 15 123 CHF | 96,56% | 96,56% |
12/07/2024 | 7,76% | 0,12 CHF | 0,13 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 35 084 CHF | 12 638 CHF | 98,86% | 98,86% |
11/07/2024 | 8,63% | 0,10 CHF | 0,11 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 31 183 CHF | 11 330 CHF | 99,09% | 99,09% |
10/07/2024 | 10,35% | 0,10 CHF | 0,11 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 25 396 CHF | 9 387 CHF | 100,00% | 100,00% |
09/07/2024 | 20,71% | 0,07 CHF | 0,08 CHF | 300 000 | 100 000 | 103 432 | 60 686 | 7 547 CHF | 5 399 CHF | 100,00% | 100,00% |
08/07/2024 | 12,84% | 0,07 CHF | 0,08 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 20 216 CHF | 7 663 CHF | 99,37% | 99,37% |
05/07/2024 | 11,36% | 0,07 CHF | 0,08 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 22 955 CHF | 8 569 CHF | 98,26% | 98,26% |
04/07/2024 | 25,73% | 0,07 CHF | 0,08 CHF | 300 000 | 100 000 | 68 436 | 53 687 | 4 446 CHF | 4 368 CHF | 99,38% | 99,38% |
03/07/2024 | 11,34% | 0,07 CHF | 0,08 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 23 198 CHF | 8 660 CHF | 100,00% | 100,00% |