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 | 93,10% | 0,01 CHF | 0,03 CHF | 500 000 | 100 000 | 300 637 | 100 000 | 3 562 CHF | 3 127 CHF | 100,00% | 100,00% |
15/07/2024 | 76,91% | 0,01 CHF | 0,03 CHF | 500 000 | 100 000 | 484 047 | 100 000 | 7 201 CHF | 3 311 CHF | 96,56% | 96,56% |
12/07/2024 | 89,50% | 0,01 CHF | 0,03 CHF | 500 000 | 100 000 | 355 863 | 100 000 | 4 404 CHF | 3 173 CHF | 99,01% | 99,01% |
11/07/2024 | 98,49% | 0,01 CHF | 0,03 CHF | 100 000 | 100 000 | 102 435 | 100 000 | 1 058 CHF | 3 008 CHF | 99,09% | 99,09% |
10/07/2024 | 105,16% | 0,01 CHF | 0,03 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 937 CHF | 3 008 CHF | 100,00% | 100,00% |
09/07/2024 | 152,59% | 0,01 CHF | 0,03 CHF | 100 000 | 100 000 | 60 686 | 60 686 | 301 CHF | 1 930 CHF | 100,00% | 100,00% |
08/07/2024 | 128,47% | 0,01 CHF | 0,03 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 654 CHF | 3 000 CHF | 99,36% | 99,36% |
05/07/2024 | 115,44% | 0,01 CHF | 0,03 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 806 CHF | 3 000 CHF | 98,26% | 98,26% |
04/07/2024 | 158,36% | 0,01 CHF | 0,03 CHF | 100 000 | 100 000 | 54 119 | 54 119 | 224 CHF | 1 748 CHF | 88,97% | 99,38% |
03/07/2024 | 127,35% | 0,01 CHF | 0,03 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 689 CHF | 3 100 CHF | 100,00% | 100,00% |