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 | 21,06% | 0,09 CHF | 0,11 CHF | 70 000 | 140 000 | 69 464 | 138 929 | 5 982 CHF | 14 765 CHF | 100,00% | 100,00% |
15/07/2024 | 20,52% | 0,09 CHF | 0,11 CHF | 70 000 | 140 000 | 70 000 | 140 000 | 6 126 CHF | 15 051 CHF | 100,00% | 100,00% |
12/07/2024 | 22,11% | 0,08 CHF | 0,10 CHF | 70 000 | 140 000 | 70 000 | 140 000 | 5 635 CHF | 14 069 CHF | 100,00% | 100,00% |
11/07/2024 | 22,05% | 0,08 CHF | 0,10 CHF | 70 000 | 140 000 | 69 858 | 139 716 | 5 641 CHF | 14 077 CHF | 100,00% | 100,00% |
10/07/2024 | 22,60% | 0,08 CHF | 0,10 CHF | 70 000 | 140 000 | 70 000 | 140 000 | 5 499 CHF | 13 798 CHF | 100,00% | 100,00% |
09/07/2024 | 24,12% | 0,07 CHF | 0,09 CHF | 70 000 | 140 000 | 69 843 | 139 685 | 5 117 CHF | 13 033 CHF | 100,00% | 100,00% |
08/07/2024 | 39,44% | 0,07 CHF | 0,09 CHF | 70 000 | 140 000 | 69 884 | 139 768 | 5 203 CHF | 15 542 CHF | 100,00% | 100,00% |
05/07/2024 | 42,37% | 0,07 CHF | 0,11 CHF | 70 000 | 140 000 | 70 000 | 140 000 | 5 067 CHF | 15 580 CHF | 100,00% | 100,00% |
04/07/2024 | 43,45% | 0,07 CHF | 0,10 CHF | 70 000 | 140 000 | 70 000 | 140 000 | 4 849 CHF | 15 080 CHF | 100,00% | 100,00% |
03/07/2024 | 43,17% | 0,07 CHF | 0,11 CHF | 70 000 | 140 000 | 70 000 | 140 000 | 4 880 CHF | 15 131 CHF | 100,00% | 100,00% |