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 | 26,99% | 0,03 CHF | 0,04 CHF | 210 000 | 210 000 | 208 343 | 208 343 | 6 786 CHF | 8 886 CHF | 100,00% | 100,00% |
15/07/2024 | 23,37% | 0,04 CHF | 0,05 CHF | 210 000 | 210 000 | 202 424 | 202 424 | 7 678 CHF | 9 702 CHF | 99,96% | 99,96% |
12/07/2024 | 23,35% | 0,04 CHF | 0,05 CHF | 210 000 | 210 000 | 203 194 | 203 194 | 7 738 CHF | 9 770 CHF | 100,00% | 100,00% |
11/07/2024 | 22,77% | 0,04 CHF | 0,05 CHF | 200 000 | 200 000 | 201 466 | 201 466 | 7 887 CHF | 9 902 CHF | 100,00% | 100,00% |
10/07/2024 | 24,09% | 0,03 CHF | 0,04 CHF | 210 000 | 210 000 | 204 194 | 204 194 | 7 465 CHF | 9 507 CHF | 100,00% | 100,00% |
09/07/2024 | 22,20% | 0,04 CHF | 0,05 CHF | 200 000 | 200 000 | 199 297 | 199 297 | 8 050 CHF | 10 050 CHF | 100,00% | 100,00% |
08/07/2024 | 20,07% | 0,04 CHF | 0,05 CHF | 200 000 | 200 000 | 199 654 | 199 654 | 9 002 CHF | 11 002 CHF | 100,00% | 100,00% |
05/07/2024 | 19,45% | 0,05 CHF | 0,06 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 9 301 CHF | 11 301 CHF | 99,82% | 99,82% |
04/07/2024 | 22,35% | 0,04 CHF | 0,05 CHF | 200 000 | 200 000 | 201 275 | 201 275 | 7 999 CHF | 10 012 CHF | 99,50% | 99,50% |
03/07/2024 | 26,67% | 0,03 CHF | 0,04 CHF | 210 000 | 210 000 | 210 000 | 210 000 | 6 830 CHF | 8 930 CHF | 100,00% | 100,00% |