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 | 6,76% | 0,15 CHF | 0,16 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 42 053 CHF | 14 998 CHF | 100,00% | 100,00% |
15/07/2024 | 6,36% | 0,14 CHF | 0,15 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 44 206 CHF | 15 702 CHF | 96,56% | 96,56% |
12/07/2024 | 6,99% | 0,14 CHF | 0,15 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 38 988 CHF | 13 936 CHF | 99,01% | 99,01% |
11/07/2024 | 7,48% | 0,12 CHF | 0,13 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 36 333 CHF | 13 051 CHF | 99,09% | 99,09% |
10/07/2024 | 8,14% | 0,12 CHF | 0,13 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 32 402 CHF | 11 717 CHF | 100,00% | 100,00% |
09/07/2024 | 15,90% | 0,10 CHF | 0,11 CHF | 300 000 | 100 000 | 103 432 | 60 686 | 10 198 CHF | 6 930 CHF | 100,00% | 100,00% |
08/07/2024 | 9,39% | 0,09 CHF | 0,10 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 28 253 CHF | 10 345 CHF | 99,38% | 99,38% |
05/07/2024 | 8,67% | 0,10 CHF | 0,10 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 30 473 CHF | 11 077 CHF | 98,26% | 98,26% |
04/07/2024 | 18,51% | 0,10 CHF | 0,11 CHF | 300 000 | 100 000 | 68 436 | 53 687 | 6 350 CHF | 5 864 CHF | 99,38% | 99,38% |
03/07/2024 | 9,20% | 0,10 CHF | 0,10 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 29 332 CHF | 10 719 CHF | 99,84% | 99,84% |