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 | 21,32% | 0,05 CHF | 0,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 12 348 CHF | 5 097 CHF | 100,00% | 100,00% |
15/07/2024 | 19,29% | 0,04 CHF | 0,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 13 618 CHF | 5 507 CHF | 96,56% | 96,56% |
12/07/2024 | 20,83% | 0,04 CHF | 0,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 12 156 CHF | 4 993 CHF | 99,01% | 99,01% |
11/07/2024 | 22,09% | 0,04 CHF | 0,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 11 300 CHF | 4 702 CHF | 99,09% | 99,09% |
10/07/2024 | 22,95% | 0,04 CHF | 0,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 10 609 CHF | 4 452 CHF | 100,00% | 100,00% |
09/07/2024 | 46,23% | 0,03 CHF | 0,04 CHF | 300 000 | 100 000 | 103 528 | 60 706 | 3 211 CHF | 2 830 CHF | 99,82% | 99,82% |
08/07/2024 | 47,67% | 0,03 CHF | 0,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 9 197 CHF | 4 984 CHF | 99,38% | 99,38% |
05/07/2024 | 29,15% | 0,03 CHF | 0,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 9 962 CHF | 4 464 CHF | 98,26% | 98,26% |
04/07/2024 | 55,33% | 0,03 CHF | 0,04 CHF | 300 000 | 100 000 | 68 436 | 53 687 | 2 000 CHF | 2 606 CHF | 99,38% | 99,38% |
03/07/2024 | 47,35% | 0,03 CHF | 0,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 9 003 CHF | 4 868 CHF | 100,00% | 100,00% |