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 | 54,80% | 0,03 CHF | 0,05 CHF | 300 000 | 100 000 | 130 206 | 100 000 | 3 461 CHF | 4 591 CHF | 100,00% | 100,00% |
15/07/2024 | 50,36% | 0,03 CHF | 0,05 CHF | 100 000 | 100 000 | 270 992 | 100 000 | 7 984 CHF | 4 883 CHF | 96,55% | 96,55% |
12/07/2024 | 54,20% | 0,03 CHF | 0,05 CHF | 300 000 | 100 000 | 128 238 | 100 000 | 3 418 CHF | 4 581 CHF | 99,01% | 99,01% |
11/07/2024 | 56,74% | 0,02 CHF | 0,04 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 2 452 CHF | 4 393 CHF | 99,09% | 99,09% |
10/07/2024 | 58,18% | 0,03 CHF | 0,05 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 2 347 CHF | 4 271 CHF | 100,00% | 100,00% |
09/07/2024 | 84,00% | 0,02 CHF | 0,04 CHF | 100 000 | 100 000 | 60 686 | 60 686 | 1 165 CHF | 2 722 CHF | 100,00% | 100,00% |
08/07/2024 | 63,78% | 0,02 CHF | 0,04 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 2 055 CHF | 3 978 CHF | 99,38% | 99,38% |
05/07/2024 | 60,50% | 0,02 CHF | 0,04 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 2 221 CHF | 4 146 CHF | 98,26% | 98,26% |
04/07/2024 | 90,82% | 0,02 CHF | 0,04 CHF | 100 000 | 100 000 | 53 687 | 53 687 | 949 CHF | 2 451 CHF | 99,38% | 99,38% |
03/07/2024 | 66,13% | 0,02 CHF | 0,04 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 1 963 CHF | 3 901 CHF | 100,00% | 100,00% |