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 | 22,25% | 0,05 CHF | 0,07 CHF | 120 000 | 120 000 | 119 081 | 119 081 | 5 881 CHF | 7 321 CHF | 100,00% | 100,00% |
15/07/2024 | 23,11% | 0,05 CHF | 0,07 CHF | 120 000 | 120 000 | 119 853 | 119 853 | 5 600 CHF | 7 038 CHF | 99,88% | 99,88% |
12/07/2024 | 19,37% | 0,05 CHF | 0,06 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 6 720 CHF | 8 160 CHF | 100,00% | 100,00% |
11/07/2024 | 19,59% | 0,05 CHF | 0,06 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 6 638 CHF | 8 078 CHF | 100,00% | 100,00% |
10/07/2024 | 20,70% | 0,05 CHF | 0,07 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 6 238 CHF | 7 678 CHF | 100,00% | 100,00% |
09/07/2024 | 26,12% | 0,04 CHF | 0,05 CHF | 120 000 | 120 000 | 119 566 | 119 566 | 4 812 CHF | 6 252 CHF | 100,00% | 100,00% |
08/07/2024 | 27,54% | 0,04 CHF | 0,05 CHF | 120 000 | 120 000 | 119 798 | 119 798 | 4 519 CHF | 5 959 CHF | 100,00% | 100,00% |
05/07/2024 | 27,63% | 0,04 CHF | 0,05 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 4 494 CHF | 5 934 CHF | 98,23% | 98,23% |
04/07/2024 | 29,66% | 0,04 CHF | 0,05 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 4 139 CHF | 5 579 CHF | 100,00% | 100,00% |
03/07/2024 | 31,41% | 0,03 CHF | 0,04 CHF | 120 000 | 120 000 | 119 012 | 119 012 | 3 836 CHF | 5 264 CHF | 100,00% | 100,00% |