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 | 47,36% | 0,02 CHF | 0,03 CHF | 210 000 | 210 000 | 208 367 | 208 367 | 3 420 CHF | 5 520 CHF | 100,00% | 100,00% |
15/07/2024 | 43,61% | 0,02 CHF | 0,03 CHF | 210 000 | 210 000 | 202 430 | 202 430 | 3 676 CHF | 5 700 CHF | 99,97% | 99,97% |
12/07/2024 | 41,38% | 0,02 CHF | 0,03 CHF | 210 000 | 210 000 | 203 194 | 203 194 | 3 928 CHF | 5 960 CHF | 100,00% | 100,00% |
11/07/2024 | 40,83% | 0,02 CHF | 0,03 CHF | 200 000 | 200 000 | 201 466 | 201 466 | 3 964 CHF | 5 979 CHF | 100,00% | 100,00% |
10/07/2024 | 42,59% | 0,02 CHF | 0,03 CHF | 210 000 | 210 000 | 204 193 | 204 193 | 3 779 CHF | 5 821 CHF | 100,00% | 100,00% |
09/07/2024 | 40,91% | 0,02 CHF | 0,03 CHF | 200 000 | 200 000 | 199 302 | 199 302 | 3 915 CHF | 5 915 CHF | 100,00% | 100,00% |
08/07/2024 | 35,30% | 0,02 CHF | 0,03 CHF | 200 000 | 200 000 | 199 669 | 199 669 | 4 695 CHF | 6 695 CHF | 100,00% | 100,00% |
05/07/2024 | 34,50% | 0,03 CHF | 0,04 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 4 810 CHF | 6 810 CHF | 99,82% | 99,82% |
04/07/2024 | 39,91% | 0,02 CHF | 0,03 CHF | 200 000 | 200 000 | 201 281 | 201 281 | 4 038 CHF | 6 051 CHF | 99,50% | 99,50% |
03/07/2024 | 47,62% | 0,02 CHF | 0,03 CHF | 210 000 | 210 000 | 210 000 | 210 000 | 3 360 CHF | 5 460 CHF | 100,00% | 100,00% |