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 | 44,19% | 0,02 CHF | 0,03 CHF | 500 000 | 500 000 | 222 533 | 222 533 | 4 143 CHF | 6 391 CHF | 99,90% | 99,90% |
15/07/2024 | 39,37% | 0,02 CHF | 0,03 CHF | 500 000 | 500 000 | 223 684 | 223 684 | 4 579 CHF | 6 826 CHF | 100,00% | 100,00% |
12/07/2024 | 35,71% | 0,02 CHF | 0,03 CHF | 480 000 | 480 000 | 218 662 | 218 662 | 5 067 CHF | 7 264 CHF | 100,00% | 100,00% |
11/07/2024 | 37,43% | 0,02 CHF | 0,03 CHF | 490 000 | 490 000 | 221 870 | 221 870 | 5 014 CHF | 7 242 CHF | 99,82% | 99,82% |
10/07/2024 | 40,94% | 0,02 CHF | 0,03 CHF | 500 000 | 500 000 | 223 156 | 223 156 | 4 415 CHF | 6 657 CHF | 100,00% | 100,00% |
09/07/2024 | 38,62% | 0,02 CHF | 0,03 CHF | 480 000 | 480 000 | 220 011 | 220 011 | 4 814 CHF | 7 027 CHF | 99,72% | 99,72% |
08/07/2024 | 33,97% | 0,02 CHF | 0,03 CHF | 490 000 | 490 000 | 211 683 | 211 683 | 5 125 CHF | 7 253 CHF | 100,00% | 100,00% |
05/07/2024 | 33,05% | 0,02 CHF | 0,03 CHF | 480 000 | 480 000 | 212 221 | 212 221 | 5 419 CHF | 7 549 CHF | 99,70% | 99,70% |
04/07/2024 | 32,25% | 0,03 CHF | 0,04 CHF | 190 000 | 190 000 | 152 232 | 152 232 | 3 959 CHF | 5 481 CHF | 99,81% | 99,81% |
03/07/2024 | 31,67% | 0,02 CHF | 0,03 CHF | 480 000 | 480 000 | 211 684 | 211 684 | 5 618 CHF | 7 744 CHF | 100,00% | 100,00% |