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 | 68,30% | 0,02 CHF | 0,04 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 1 910 CHF | 3 890 CHF | 100,00% | 100,00% |
15/07/2024 | 62,71% | 0,02 CHF | 0,04 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 2 148 CHF | 4 105 CHF | 96,56% | 96,56% |
12/07/2024 | 65,75% | 0,02 CHF | 0,04 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 1 966 CHF | 3 889 CHF | 99,01% | 99,01% |
11/07/2024 | 69,44% | 0,02 CHF | 0,04 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 1 823 CHF | 3 761 CHF | 99,09% | 99,09% |
10/07/2024 | 69,78% | 0,02 CHF | 0,04 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 1 791 CHF | 3 709 CHF | 100,00% | 100,00% |
09/07/2024 | 101,88% | 0,02 CHF | 0,04 CHF | 100 000 | 100 000 | 60 686 | 60 686 | 827 CHF | 2 396 CHF | 100,00% | 100,00% |
08/07/2024 | 76,15% | 0,02 CHF | 0,04 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 1 567 CHF | 3 492 CHF | 99,37% | 99,37% |
05/07/2024 | 73,00% | 0,02 CHF | 0,04 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 1 674 CHF | 3 598 CHF | 98,26% | 98,26% |
04/07/2024 | 107,72% | 0,02 CHF | 0,04 CHF | 100 000 | 100 000 | 53 687 | 53 687 | 674 CHF | 2 159 CHF | 99,37% | 99,37% |
03/07/2024 | 79,46% | 0,01 CHF | 0,03 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 1 466 CHF | 3 397 CHF | 100,00% | 100,00% |