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 | 17,10% | 0,06 CHF | 0,07 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 15 717 CHF | 6 217 CHF | 100,00% | 100,00% |
15/07/2024 | 15,58% | 0,05 CHF | 0,06 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 17 160 CHF | 6 685 CHF | 94,36% | 94,36% |
12/07/2024 | 16,98% | 0,05 CHF | 0,06 CHF | 50 000 | 100 000 | 300 000 | 100 000 | 15 235 CHF | 6 020 CHF | 96,82% | 99,01% |
11/07/2024 | 18,33% | 0,05 CHF | 0,06 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 14 145 CHF | 5 666 CHF | 99,08% | 99,08% |
10/07/2024 | 18,98% | 0,05 CHF | 0,06 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 13 130 CHF | 5 293 CHF | 100,00% | 100,00% |
09/07/2024 | 36,74% | 0,04 CHF | 0,05 CHF | 300 000 | 100 000 | 103 432 | 60 686 | 4 023 CHF | 3 264 CHF | 100,00% | 100,00% |
08/07/2024 | 21,52% | 0,04 CHF | 0,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 11 413 CHF | 4 722 CHF | 99,37% | 99,37% |
05/07/2024 | 19,96% | 0,04 CHF | 0,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 12 361 CHF | 5 032 CHF | 98,26% | 98,26% |
04/07/2024 | 41,69% | 0,04 CHF | 0,05 CHF | 300 000 | 100 000 | 68 437 | 53 687 | 2 512 CHF | 2 869 CHF | 99,37% | 99,37% |
03/07/2024 | 22,16% | 0,04 CHF | 0,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 11 285 CHF | 4 699 CHF | 100,00% | 100,00% |