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 | 26,51% | 0,04 CHF | 0,05 CHF | 440 000 | 440 000 | 190 683 | 190 683 | 6 612 CHF | 8 538 CHF | 99,89% | 99,89% |
15/07/2024 | 24,63% | 0,04 CHF | 0,05 CHF | 440 000 | 440 000 | 195 376 | 195 376 | 7 150 CHF | 9 114 CHF | 100,00% | 100,00% |
12/07/2024 | 20,03% | 0,04 CHF | 0,05 CHF | 440 000 | 440 000 | 180 727 | 180 727 | 8 277 CHF | 10 093 CHF | 99,90% | 99,90% |
11/07/2024 | 25,03% | 0,04 CHF | 0,05 CHF | 440 000 | 440 000 | 195 456 | 195 456 | 7 162 CHF | 9 125 CHF | 100,00% | 100,00% |
10/07/2024 | 29,23% | 0,03 CHF | 0,04 CHF | 440 000 | 440 000 | 195 500 | 195 500 | 6 061 CHF | 8 025 CHF | 100,00% | 100,00% |
09/07/2024 | 33,56% | 0,03 CHF | 0,04 CHF | 440 000 | 440 000 | 195 171 | 195 171 | 5 015 CHF | 6 979 CHF | 100,00% | 100,00% |
08/07/2024 | 35,83% | 0,02 CHF | 0,03 CHF | 440 000 | 440 000 | 195 311 | 195 311 | 4 501 CHF | 6 465 CHF | 100,00% | 100,00% |
05/07/2024 | 33,61% | 0,03 CHF | 0,04 CHF | 440 000 | 440 000 | 195 473 | 195 473 | 4 904 CHF | 6 868 CHF | 99,90% | 99,90% |
04/07/2024 | 32,19% | 0,03 CHF | 0,04 CHF | 180 000 | 180 000 | 142 782 | 142 782 | 3 724 CHF | 5 152 CHF | 100,00% | 100,00% |
03/07/2024 | 33,45% | 0,03 CHF | 0,04 CHF | 440 000 | 440 000 | 195 470 | 195 470 | 5 240 CHF | 7 204 CHF | 100,00% | 100,00% |