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 | 18,25% | 0,11 CHF | 0,13 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 23 481 CHF | 9 396 CHF | 100,00% | 100,00% |
15/07/2024 | 15,83% | 0,11 CHF | 0,14 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 29 212 CHF | 11 401 CHF | 95,23% | 95,23% |
12/07/2024 | 15,63% | 0,13 CHF | 0,15 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 29 778 CHF | 11 609 CHF | 99,01% | 99,01% |
11/07/2024 | 14,86% | 0,12 CHF | 0,14 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 28 464 CHF | 11 009 CHF | 90,06% | 90,06% |
10/07/2024 | 21,12% | 0,11 CHF | 0,13 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 21 453 CHF | 8 834 CHF | 100,00% | 100,00% |
09/07/2024 | 18,46% | 0,10 CHF | 0,12 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 22 440 CHF | 9 000 CHF | 100,00% | 100,00% |
08/07/2024 | 19,45% | 0,10 CHF | 0,12 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 21 672 CHF | 8 777 CHF | 99,71% | 99,71% |
05/07/2024 | 18,93% | 0,09 CHF | 0,11 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 21 947 CHF | 8 842 CHF | 98,70% | 98,81% |
04/07/2024 | 20,01% | 0,10 CHF | 0,12 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 21 425 CHF | 8 726 CHF | 100,00% | 100,00% |
03/07/2024 | 22,09% | 0,08 CHF | 0,11 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 19 587 CHF | 8 144 CHF | 99,73% | 99,73% |