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 | 9,73% | 0,28 CHF | 0,31 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 6 864 CHF | 7 564 CHF | 100,00% | 100,00% |
15/07/2024 | 10,67% | 0,25 CHF | 0,27 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 5 495 CHF | 6 114 CHF | 99,72% | 99,72% |
12/07/2024 | 11,28% | 0,19 CHF | 0,21 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 4 878 CHF | 5 461 CHF | 99,01% | 99,01% |
11/07/2024 | 10,46% | 0,20 CHF | 0,22 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 5 564 CHF | 6 175 CHF | 99,08% | 99,08% |
10/07/2024 | 11,45% | 0,20 CHF | 0,22 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 5 167 CHF | 5 793 CHF | 100,00% | 100,00% |
09/07/2024 | 11,87% | 0,21 CHF | 0,23 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 5 508 CHF | 6 202 CHF | 100,00% | 100,00% |
08/07/2024 | 8,86% | 0,22 CHF | 0,25 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 6 652 CHF | 7 259 CHF | 100,00% | 100,00% |
05/07/2024 | 7,30% | 0,29 CHF | 0,31 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 7 967 CHF | 8 568 CHF | 95,71% | 95,71% |
04/07/2024 | 6,66% | 0,32 CHF | 0,35 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 9 437 CHF | 10 071 CHF | 98,19% | 98,19% |
03/07/2024 | 2,22% | 0,67 CHF | 0,68 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 53 188 CHF | 33 989 CHF | 100,00% | 100,00% |