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 | 24,34% | 0,04 CHF | 0,05 CHF | 290 000 | 290 000 | 134 270 | 134 270 | 5 165 CHF | 6 521 CHF | 99,90% | 99,90% |
15/07/2024 | 25,42% | 0,04 CHF | 0,05 CHF | 300 000 | 300 000 | 135 274 | 135 274 | 4 718 CHF | 6 077 CHF | 100,00% | 100,00% |
12/07/2024 | 25,74% | 0,03 CHF | 0,04 CHF | 300 000 | 300 000 | 135 213 | 135 213 | 4 604 CHF | 5 962 CHF | 99,99% | 99,99% |
11/07/2024 | 28,22% | 0,04 CHF | 0,05 CHF | 300 000 | 300 000 | 136 996 | 136 996 | 4 515 CHF | 5 891 CHF | 100,00% | 100,00% |
10/07/2024 | 29,50% | 0,03 CHF | 0,04 CHF | 310 000 | 310 000 | 136 965 | 136 965 | 4 004 CHF | 5 380 CHF | 100,00% | 100,00% |
09/07/2024 | 29,63% | 0,03 CHF | 0,04 CHF | 300 000 | 300 000 | 137 008 | 137 008 | 4 005 CHF | 5 383 CHF | 100,00% | 100,00% |
08/07/2024 | 27,90% | 0,03 CHF | 0,04 CHF | 310 000 | 310 000 | 136 681 | 136 681 | 4 224 CHF | 5 598 CHF | 100,00% | 100,00% |
05/07/2024 | 28,61% | 0,03 CHF | 0,04 CHF | 300 000 | 300 000 | 135 365 | 135 365 | 4 127 CHF | 5 487 CHF | 99,99% | 99,99% |
04/07/2024 | 26,97% | 0,03 CHF | 0,04 CHF | 120 000 | 120 000 | 98 732 | 98 732 | 3 166 CHF | 4 153 CHF | 100,00% | 100,00% |
03/07/2024 | 29,53% | 0,03 CHF | 0,04 CHF | 300 000 | 300 000 | 135 266 | 135 266 | 3 996 CHF | 5 355 CHF | 100,00% | 100,00% |