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 | 19,62% | 0,05 CHF | 0,07 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 25 000 CHF | 4 571 CHF | 99,25% | 99,25% |
15/07/2024 | 27,47% | 0,05 CHF | 0,07 CHF | 500 000 | 75 000 | 499 999 | 75 000 | 26 291 CHF | 5 189 CHF | 99,71% | 99,71% |
12/07/2024 | 25,48% | 0,06 CHF | 0,07 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 26 253 CHF | 5 084 CHF | 98,15% | 98,15% |
11/07/2024 | 17,71% | 0,06 CHF | 0,07 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 29 296 CHF | 5 240 CHF | 98,54% | 98,54% |
10/07/2024 | 33,53% | 0,05 CHF | 0,06 CHF | 500 000 | 100 000 | 447 269 | 94 141 | 19 271 CHF | 5 455 CHF | 100,00% | 100,00% |
09/07/2024 | 29,79% | 0,04 CHF | 0,06 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 21 962 CHF | 5 907 CHF | 100,00% | 100,00% |
08/07/2024 | 21,23% | 0,05 CHF | 0,06 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 25 655 CHF | 4 767 CHF | 100,00% | 100,00% |
05/07/2024 | 18,10% | 0,06 CHF | 0,07 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 29 642 CHF | 5 332 CHF | 98,89% | 98,89% |
04/07/2024 | 15,68% | 0,06 CHF | 0,07 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 30 000 CHF | 5 267 CHF | 100,00% | 100,00% |
03/07/2024 | 18,71% | 0,06 CHF | 0,07 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 28 974 CHF | 6 976 CHF | 100,00% | 100,00% |