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 | 9,63% | 0,10 CHF | 0,11 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 28 948 CHF | 10 625 CHF | 100,00% | 100,00% |
15/07/2024 | 8,93% | 0,10 CHF | 0,11 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 30 844 CHF | 11 241 CHF | 96,55% | 96,55% |
12/07/2024 | 9,89% | 0,10 CHF | 0,11 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 27 219 CHF | 10 016 CHF | 99,01% | 99,01% |
11/07/2024 | 10,58% | 0,08 CHF | 0,09 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 25 310 CHF | 9 379 CHF | 99,09% | 99,09% |
10/07/2024 | 11,30% | 0,08 CHF | 0,09 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 22 859 CHF | 8 532 CHF | 100,00% | 100,00% |
09/07/2024 | 22,15% | 0,07 CHF | 0,08 CHF | 300 000 | 100 000 | 103 432 | 60 686 | 7 128 CHF | 5 112 CHF | 100,00% | 100,00% |
08/07/2024 | 13,03% | 0,07 CHF | 0,08 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 19 870 CHF | 7 546 CHF | 99,38% | 99,38% |
05/07/2024 | 12,02% | 0,07 CHF | 0,08 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 21 481 CHF | 8 074 CHF | 98,26% | 98,26% |
04/07/2024 | 25,54% | 0,07 CHF | 0,08 CHF | 300 000 | 100 000 | 68 437 | 53 687 | 4 452 CHF | 4 383 CHF | 99,37% | 99,37% |
03/07/2024 | 12,98% | 0,07 CHF | 0,08 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 20 273 CHF | 7 695 CHF | 99,76% | 99,76% |