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 | 16,47% | 0,06 CHF | 0,07 CHF | 130 000 | 26 000 | 129 002 | 25 800 | 7 292 CHF | 1 718 CHF | 100,00% | 100,00% |
15/07/2024 | 16,05% | 0,06 CHF | 0,07 CHF | 130 000 | 26 000 | 130 000 | 26 000 | 7 454 CHF | 1 751 CHF | 100,00% | 100,00% |
12/07/2024 | 17,38% | 0,05 CHF | 0,06 CHF | 130 000 | 26 000 | 130 000 | 26 000 | 6 831 CHF | 1 626 CHF | 100,00% | 100,00% |
11/07/2024 | 17,34% | 0,05 CHF | 0,06 CHF | 130 000 | 26 000 | 130 000 | 26 000 | 6 854 CHF | 1 631 CHF | 100,00% | 100,00% |
10/07/2024 | 17,75% | 0,05 CHF | 0,06 CHF | 130 000 | 26 000 | 130 000 | 26 000 | 6 678 CHF | 1 596 CHF | 100,00% | 100,00% |
09/07/2024 | 18,83% | 0,05 CHF | 0,06 CHF | 130 000 | 26 000 | 129 709 | 25 942 | 6 271 CHF | 1 514 CHF | 100,00% | 100,00% |
08/07/2024 | 33,44% | 0,05 CHF | 0,06 CHF | 130 000 | 26 000 | 129 776 | 25 955 | 6 377 CHF | 1 789 CHF | 100,00% | 100,00% |
05/07/2024 | 36,87% | 0,05 CHF | 0,07 CHF | 130 000 | 26 000 | 130 000 | 26 000 | 6 188 CHF | 1 797 CHF | 100,00% | 100,00% |
04/07/2024 | 37,43% | 0,04 CHF | 0,07 CHF | 130 000 | 26 000 | 130 000 | 26 000 | 5 932 CHF | 1 732 CHF | 100,00% | 100,00% |
03/07/2024 | 37,31% | 0,05 CHF | 0,07 CHF | 130 000 | 26 000 | 130 000 | 26 000 | 5 955 CHF | 1 737 CHF | 100,00% | 100,00% |