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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 37,40% | 0,03 CHF | 0,04 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 11 138 CHF | 807 CHF | 100,00% | 100,00% |
16/07/2024 | 37,37% | 0,02 CHF | 0,03 CHF | 500 000 | 25 000 | 493 500 | 24 706 | 11 281 CHF | 812 CHF | 100,00% | 100,00% |
15/07/2024 | 29,73% | 0,03 CHF | 0,04 CHF | 500 000 | 25 000 | 489 922 | 24 544 | 14 697 CHF | 982 CHF | 99,99% | 99,99% |
12/07/2024 | 27,09% | 0,03 CHF | 0,04 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 16 168 CHF | 1 058 CHF | 100,00% | 100,00% |
11/07/2024 | 28,46% | 0,03 CHF | 0,04 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 15 091 CHF | 1 005 CHF | 35,04% | 35,04% |
10/07/2024 | 26,48% | 0,03 CHF | 0,04 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 16 647 CHF | 1 082 CHF | 99,99% | 99,99% |
09/07/2024 | 25,13% | 0,04 CHF | 0,05 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 17 709 CHF | 1 135 CHF | 100,00% | 100,00% |
08/07/2024 | 22,24% | 0,04 CHF | 0,05 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 19 983 CHF | 1 249 CHF | 100,00% | 100,00% |
05/07/2024 | 16,88% | 0,05 CHF | 0,06 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 27 340 CHF | 1 617 CHF | 82,52% | 82,52% |
04/07/2024 | 14,42% | 0,07 CHF | 0,08 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 32 524 CHF | 1 876 CHF | 65,87% | 65,87% |