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 | 20,69% | 0,05 CHF | 0,06 CHF | 290 000 | 290 000 | 287 798 | 287 798 | 12 660 CHF | 15 560 CHF | 100,00% | 100,00% |
15/07/2024 | 19,33% | 0,05 CHF | 0,06 CHF | 290 000 | 290 000 | 290 000 | 290 000 | 13 630 CHF | 16 530 CHF | 99,88% | 99,88% |
12/07/2024 | 23,27% | 0,04 CHF | 0,05 CHF | 290 000 | 290 000 | 294 017 | 294 017 | 11 176 CHF | 14 116 CHF | 99,99% | 99,99% |
11/07/2024 | 24,75% | 0,03 CHF | 0,04 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 10 655 CHF | 13 655 CHF | 99,99% | 99,99% |
10/07/2024 | 29,87% | 0,03 CHF | 0,04 CHF | 300 000 | 300 000 | 300 006 | 300 006 | 8 562 CHF | 11 562 CHF | 100,00% | 100,00% |
09/07/2024 | 31,62% | 0,03 CHF | 0,04 CHF | 310 000 | 310 000 | 305 190 | 305 190 | 8 160 CHF | 11 219 CHF | 99,74% | 99,74% |
08/07/2024 | 33,66% | 0,02 CHF | 0,03 CHF | 310 000 | 310 000 | 309 474 | 309 474 | 7 681 CHF | 10 781 CHF | 99,27% | 99,27% |
05/07/2024 | 33,27% | 0,02 CHF | 0,03 CHF | 310 000 | 310 000 | 305 947 | 305 947 | 7 686 CHF | 10 745 CHF | 99,99% | 99,99% |
04/07/2024 | 38,35% | 0,02 CHF | 0,03 CHF | 310 000 | 310 000 | 310 000 | 310 000 | 6 545 CHF | 9 645 CHF | 99,61% | 99,61% |
03/07/2024 | 30,72% | 0,03 CHF | 0,04 CHF | 300 000 | 300 000 | 300 107 | 300 107 | 8 280 CHF | 11 281 CHF | 100,00% | 100,00% |