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 | 19,24% | 0,07 CHF | 0,08 CHF | 50 000 | 50 000 | 49 977 | 49 977 | 3 073 CHF | 3 730 CHF | 100,00% | 100,00% |
15/07/2024 | 17,04% | 0,08 CHF | 0,09 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 3 515 CHF | 4 172 CHF | 100,00% | 100,00% |
12/07/2024 | 14,87% | 0,09 CHF | 0,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 4 085 CHF | 4 742 CHF | 100,00% | 100,00% |
11/07/2024 | 13,03% | 0,10 CHF | 0,11 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 4 443 CHF | 5 063 CHF | 71,59% | 71,59% |
10/07/2024 | 14,37% | 0,09 CHF | 0,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 4 237 CHF | 4 894 CHF | 100,00% | 100,00% |
09/07/2024 | 12,79% | 0,10 CHF | 0,11 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 4 810 CHF | 5 467 CHF | 100,00% | 100,00% |
08/07/2024 | 11,70% | 0,11 CHF | 0,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 5 282 CHF | 5 938 CHF | 100,00% | 100,00% |
05/07/2024 | 10,72% | 0,13 CHF | 0,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 5 819 CHF | 6 476 CHF | 100,00% | 100,00% |
04/07/2024 | 10,79% | 0,12 CHF | 0,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 5 750 CHF | 6 407 CHF | 100,00% | 100,00% |
03/07/2024 | 11,50% | 0,11 CHF | 0,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 5 391 CHF | 6 048 CHF | 100,00% | 100,00% |