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 | 38,56% | 0,03 CHF | 0,04 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 12 791 CHF | 1 872 CHF | 100,00% | 100,00% |
15/07/2024 | 36,09% | 0,03 CHF | 0,04 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 15 384 CHF | 2 225 CHF | 98,61% | 98,61% |
12/07/2024 | 38,49% | 0,03 CHF | 0,04 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 13 698 CHF | 2 000 CHF | 99,38% | 99,38% |
11/07/2024 | 34,58% | 0,03 CHF | 0,04 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 16 676 CHF | 2 358 CHF | 99,16% | 99,16% |
10/07/2024 | 24,87% | 0,05 CHF | 0,06 CHF | 500 000 | 50 000 | 485 891 | 50 000 | 23 523 CHF | 3 108 CHF | 100,00% | 100,00% |
09/07/2024 | 23,58% | 0,05 CHF | 0,06 CHF | 481 450 | 50 000 | 471 059 | 50 000 | 24 892 CHF | 3 350 CHF | 100,00% | 100,00% |
08/07/2024 | 25,11% | 0,05 CHF | 0,06 CHF | 480 285 | 50 000 | 476 379 | 50 000 | 24 637 CHF | 3 339 CHF | 100,00% | 100,00% |
05/07/2024 | 21,56% | 0,05 CHF | 0,06 CHF | 481 930 | 50 000 | 494 408 | 50 000 | 24 031 CHF | 3 013 CHF | 99,62% | 99,62% |
04/07/2024 | 26,34% | 0,05 CHF | 0,06 CHF | 493 859 | 50 000 | 490 683 | 50 000 | 24 534 CHF | 3 269 CHF | 100,00% | 100,00% |
03/07/2024 | 29,81% | 0,04 CHF | 0,06 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 19 253 CHF | 2 600 CHF | 99,73% | 99,73% |