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 | 28,45% | 0,04 CHF | 0,06 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 20 000 CHF | 2 675 CHF | 100,00% | 100,00% |
15/07/2024 | 30,07% | 0,04 CHF | 0,05 CHF | 500 000 | 50 000 | 482 383 | 50 000 | 20 324 CHF | 2 853 CHF | 98,73% | 98,73% |
12/07/2024 | 38,64% | 0,04 CHF | 0,06 CHF | 476 049 | 50 000 | 497 446 | 50 000 | 20 181 CHF | 2 998 CHF | 99,38% | 99,38% |
11/07/2024 | 27,75% | 0,04 CHF | 0,06 CHF | 473 649 | 50 000 | 495 846 | 50 000 | 19 911 CHF | 2 665 CHF | 99,15% | 99,15% |
10/07/2024 | 36,11% | 0,04 CHF | 0,05 CHF | 500 000 | 50 000 | 487 796 | 50 000 | 19 512 CHF | 2 890 CHF | 100,00% | 100,00% |
09/07/2024 | 31,13% | 0,04 CHF | 0,06 CHF | 485 768 | 50 000 | 488 291 | 50 000 | 21 502 CHF | 3 000 CHF | 100,00% | 100,00% |
08/07/2024 | 38,36% | 0,04 CHF | 0,06 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 20 000 CHF | 2 954 CHF | 100,00% | 100,00% |
05/07/2024 | 29,52% | 0,03 CHF | 0,05 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 18 687 CHF | 2 500 CHF | 99,62% | 99,62% |
04/07/2024 | 25,33% | 0,04 CHF | 0,05 CHF | 500 000 | 50 000 | 499 988 | 50 000 | 21 197 CHF | 2 735 CHF | 100,00% | 100,00% |
03/07/2024 | 37,34% | 0,04 CHF | 0,06 CHF | 499 010 | 50 000 | 494 629 | 50 000 | 20 395 CHF | 3 000 CHF | 99,73% | 99,73% |