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 | 15,56% | 0,06 CHF | 0,07 CHF | 150 000 | 150 000 | 148 802 | 148 802 | 8 954 CHF | 10 454 CHF | 100,00% | 100,00% |
15/07/2024 | 15,95% | 0,06 CHF | 0,07 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 8 657 CHF | 10 157 CHF | 100,00% | 100,00% |
12/07/2024 | 14,78% | 0,06 CHF | 0,07 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 9 407 CHF | 10 907 CHF | 100,00% | 100,00% |
11/07/2024 | 15,08% | 0,06 CHF | 0,07 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 9 203 CHF | 10 703 CHF | 100,00% | 100,00% |
10/07/2024 | 14,93% | 0,06 CHF | 0,07 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 9 300 CHF | 10 800 CHF | 100,00% | 100,00% |
09/07/2024 | 15,09% | 0,06 CHF | 0,07 CHF | 150 000 | 150 000 | 149 666 | 149 666 | 9 207 CHF | 10 707 CHF | 100,00% | 100,00% |
08/07/2024 | 14,44% | 0,06 CHF | 0,07 CHF | 150 000 | 150 000 | 149 754 | 149 754 | 9 657 CHF | 11 157 CHF | 98,71% | 98,71% |
05/07/2024 | 14,02% | 0,07 CHF | 0,08 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 9 949 CHF | 11 449 CHF | 100,00% | 100,00% |
04/07/2024 | 13,96% | 0,07 CHF | 0,08 CHF | 80 000 | 80 000 | 134 719 | 134 719 | 8 956 CHF | 10 304 CHF | 100,00% | 100,00% |
03/07/2024 | 13,34% | 0,07 CHF | 0,08 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 10 493 CHF | 11 993 CHF | 100,00% | 100,00% |