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 | 16,05% | 0,06 CHF | 0,07 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 28 803 CHF | 6 761 CHF | 99,03% | 99,03% |
15/07/2024 | 15,38% | 0,06 CHF | 0,07 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 30 000 CHF | 7 000 CHF | 98,16% | 98,16% |
12/07/2024 | 13,86% | 0,07 CHF | 0,08 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 33 727 CHF | 7 745 CHF | 98,49% | 98,49% |
11/07/2024 | 15,38% | 0,06 CHF | 0,07 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 30 000 CHF | 7 000 CHF | 99,09% | 99,09% |
10/07/2024 | 18,66% | 0,05 CHF | 0,06 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 24 414 CHF | 5 883 CHF | 100,00% | 100,00% |
09/07/2024 | 22,22% | 0,04 CHF | 0,05 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 20 000 CHF | 5 000 CHF | 100,00% | 100,00% |
08/07/2024 | 18,18% | 0,05 CHF | 0,06 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 25 000 CHF | 6 000 CHF | 100,00% | 100,00% |
05/07/2024 | 16,86% | 0,05 CHF | 0,06 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 27 359 CHF | 6 472 CHF | 98,88% | 98,88% |
04/07/2024 | 17,45% | 0,06 CHF | 0,07 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 26 312 CHF | 6 262 CHF | 99,50% | 99,50% |
03/07/2024 | 18,08% | 0,05 CHF | 0,06 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 25 177 CHF | 6 035 CHF | 99,79% | 99,79% |