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 | 18,18% | 0,05 CHF | 0,06 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 15 000 CHF | 6 000 CHF | 99,48% | 99,48% |
15/07/2024 | 15,13% | 0,06 CHF | 0,07 CHF | 300 000 | 100 000 | 299 506 | 99 876 | 18 351 CHF | 7 118 CHF | 84,28% | 84,28% |
12/07/2024 | 13,58% | 0,06 CHF | 0,07 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 20 640 CHF | 7 880 CHF | 95,92% | 95,92% |
11/07/2024 | 14,63% | 0,07 CHF | 0,08 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 19 107 CHF | 7 369 CHF | 97,18% | 97,18% |
10/07/2024 | 15,37% | 0,07 CHF | 0,08 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 18 023 CHF | 7 008 CHF | 100,00% | 100,00% |
09/07/2024 | 13,94% | 0,06 CHF | 0,07 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 20 112 CHF | 7 704 CHF | 100,00% | 100,00% |
08/07/2024 | 14,22% | 0,06 CHF | 0,07 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 19 701 CHF | 7 567 CHF | 99,37% | 99,37% |
05/07/2024 | 13,70% | 0,06 CHF | 0,07 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 20 464 CHF | 7 821 CHF | 98,17% | 98,17% |
04/07/2024 | 13,33% | 0,07 CHF | 0,08 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 21 000 CHF | 8 000 CHF | 98,75% | 98,75% |
03/07/2024 | 13,39% | 0,07 CHF | 0,08 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 20 916 CHF | 7 972 CHF | 99,70% | 99,70% |