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 | 11,03% | 0,09 CHF | 0,10 CHF | 40 000 | 40 000 | 39 693 | 39 693 | 3 453 CHF | 3 853 CHF | 100,00% | 100,00% |
15/07/2024 | 10,57% | 0,09 CHF | 0,10 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 3 589 CHF | 3 989 CHF | 100,00% | 100,00% |
12/07/2024 | 9,91% | 0,10 CHF | 0,11 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 3 842 CHF | 4 242 CHF | 100,00% | 100,00% |
11/07/2024 | 10,44% | 0,10 CHF | 0,11 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 3 656 CHF | 4 056 CHF | 99,82% | 99,82% |
10/07/2024 | 10,51% | 0,09 CHF | 0,10 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 3 612 CHF | 4 012 CHF | 100,00% | 100,00% |
09/07/2024 | 11,03% | 0,08 CHF | 0,09 CHF | 40 000 | 40 000 | 39 903 | 39 903 | 3 448 CHF | 3 848 CHF | 99,74% | 99,74% |
08/07/2024 | 8,23% | 0,11 CHF | 0,12 CHF | 40 000 | 40 000 | 39 931 | 39 931 | 4 681 CHF | 5 081 CHF | 100,00% | 100,00% |
05/07/2024 | 6,59% | 0,14 CHF | 0,15 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 5 885 CHF | 6 285 CHF | 99,81% | 99,81% |
04/07/2024 | 6,94% | 0,15 CHF | 0,16 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 5 565 CHF | 5 965 CHF | 100,00% | 100,00% |
03/07/2024 | 6,99% | 0,14 CHF | 0,15 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 5 524 CHF | 5 924 CHF | 100,00% | 100,00% |