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 | 80,01% | 0,03 CHF | 0,07 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 376 CHF | 877 CHF | 99,59% | 99,59% |
15/07/2024 | 52,53% | 0,04 CHF | 0,07 CHF | 12 500 | 12 500 | 35 481 | 17 096 | 1 616 CHF | 1 259 CHF | 89,91% | 89,91% |
12/07/2024 | 31,28% | 0,07 CHF | 0,09 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 4 426 CHF | 2 021 CHF | 98,91% | 98,91% |
11/07/2024 | 29,79% | 0,06 CHF | 0,08 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 4 591 CHF | 2 066 CHF | 94,28% | 94,28% |
10/07/2024 | 41,18% | 0,05 CHF | 0,07 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 3 593 CHF | 1 819 CHF | 90,36% | 90,36% |
09/07/2024 | 34,43% | 0,05 CHF | 0,07 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 3 913 CHF | 1 843 CHF | 100,00% | 100,00% |
08/07/2024 | 53,53% | 0,04 CHF | 0,07 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 3 103 CHF | 1 789 CHF | 100,00% | 100,00% |
05/07/2024 | 35,54% | 0,05 CHF | 0,07 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 4 072 CHF | 1 940 CHF | 98,86% | 98,86% |
04/07/2024 | 34,83% | 0,05 CHF | 0,07 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 3 865 CHF | 1 830 CHF | 98,11% | 98,11% |
03/07/2024 | 34,70% | 0,05 CHF | 0,07 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 4 068 CHF | 1 921 CHF | 99,82% | 99,82% |