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 | 79,08% | 0,02 CHF | 0,04 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 1 517 CHF | 3 499 CHF | 100,00% | 100,00% |
15/07/2024 | 73,03% | 0,02 CHF | 0,04 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 1 708 CHF | 3 669 CHF | 96,55% | 96,55% |
12/07/2024 | 76,32% | 0,02 CHF | 0,04 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 1 572 CHF | 3 509 CHF | 99,01% | 99,01% |
11/07/2024 | 79,69% | 0,01 CHF | 0,03 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 1 467 CHF | 3 408 CHF | 99,09% | 99,09% |
10/07/2024 | 80,91% | 0,02 CHF | 0,04 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 1 422 CHF | 3 352 CHF | 100,00% | 100,00% |
09/07/2024 | 116,42% | 0,01 CHF | 0,03 CHF | 100 000 | 100 000 | 60 686 | 60 686 | 627 CHF | 2 203 CHF | 100,00% | 100,00% |
08/07/2024 | 85,29% | 0,01 CHF | 0,03 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 1 287 CHF | 3 200 CHF | 99,37% | 99,37% |
05/07/2024 | 82,05% | 0,01 CHF | 0,03 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 1 371 CHF | 3 276 CHF | 98,26% | 98,26% |
04/07/2024 | 122,07% | 0,01 CHF | 0,03 CHF | 100 000 | 100 000 | 53 687 | 53 687 | 509 CHF | 2 000 CHF | 99,38% | 99,38% |
03/07/2024 | 90,09% | 0,01 CHF | 0,03 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 1 183 CHF | 3 121 CHF | 100,00% | 100,00% |