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 | 66,67% | 0,03 CHF | 0,06 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 15 000 CHF | 1 500 CHF | 100,00% | 100,00% |
15/07/2024 | 60,14% | 0,03 CHF | 0,06 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 17 546 CHF | 1 621 CHF | 98,73% | 98,73% |
12/07/2024 | 60,54% | 0,03 CHF | 0,06 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 14 883 CHF | 1 396 CHF | 99,38% | 99,38% |
11/07/2024 | 66,26% | 0,03 CHF | 0,06 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 15 160 CHF | 1 508 CHF | 99,15% | 99,15% |
10/07/2024 | 56,88% | 0,03 CHF | 0,05 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 15 000 CHF | 1 353 CHF | 100,00% | 100,00% |
09/07/2024 | 65,86% | 0,03 CHF | 0,05 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 15 000 CHF | 1 488 CHF | 100,00% | 100,00% |
08/07/2024 | 58,91% | 0,03 CHF | 0,06 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 17 321 CHF | 1 579 CHF | 100,00% | 100,00% |
05/07/2024 | 52,62% | 0,04 CHF | 0,07 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 20 419 CHF | 1 747 CHF | 99,62% | 99,62% |
04/07/2024 | 39,32% | 0,05 CHF | 0,07 CHF | 500 000 | 25 000 | 457 831 | 25 000 | 24 826 CHF | 2 021 CHF | 100,00% | 100,00% |
03/07/2024 | 46,71% | 0,06 CHF | 0,08 CHF | 472 288 | 25 000 | 478 217 | 25 000 | 22 431 CHF | 1 885 CHF | 96,53% | 96,53% |