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 | 40,00% | 0,02 CHF | 0,03 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 10 000 CHF | 750 CHF | 98,64% | 98,64% |
15/07/2024 | 34,14% | 0,02 CHF | 0,03 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 12 890 CHF | 894 CHF | 85,43% | 85,43% |
12/07/2024 | 38,81% | 0,03 CHF | 0,04 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 11 135 CHF | 807 CHF | 98,29% | 98,29% |
11/07/2024 | 26,50% | 0,05 CHF | 0,06 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 17 008 CHF | 1 100 CHF | 93,73% | 93,73% |
10/07/2024 | 40,00% | 0,02 CHF | 0,03 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 10 000 CHF | 750 CHF | 93,92% | 93,92% |
09/07/2024 | 22,09% | 0,04 CHF | 0,05 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 20 688 CHF | 1 284 CHF | 92,36% | 92,36% |
08/07/2024 | 39,92% | 0,02 CHF | 0,03 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 10 034 CHF | 752 CHF | 100,00% | 100,00% |
05/07/2024 | 20,60% | 0,03 CHF | 0,04 CHF | 500 000 | 25 000 | 480 731 | 25 000 | 25 957 CHF | 1 615 CHF | 89,10% | 89,10% |
04/07/2024 | 28,20% | 0,02 CHF | 0,03 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 16 202 CHF | 1 060 CHF | 64,23% | 64,23% |
03/07/2024 | 56,90% | 0,02 CHF | 0,03 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 6 832 CHF | 592 CHF | 91,73% | 91,73% |