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 | 12,21% | 0,13 CHF | 0,15 CHF | 40 000 | 40 000 | 39 692 | 39 692 | 4 965 CHF | 5 605 CHF | 100,00% | 100,00% |
15/07/2024 | 9,29% | 0,16 CHF | 0,18 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 6 955 CHF | 7 633 CHF | 100,00% | 100,00% |
12/07/2024 | 8,96% | 0,19 CHF | 0,21 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 7 636 CHF | 8 352 CHF | 100,00% | 100,00% |
11/07/2024 | 8,53% | 0,19 CHF | 0,21 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 8 086 CHF | 8 806 CHF | 100,00% | 100,00% |
10/07/2024 | 9,06% | 0,19 CHF | 0,21 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 7 589 CHF | 8 309 CHF | 100,00% | 100,00% |
09/07/2024 | 8,46% | 0,18 CHF | 0,19 CHF | 40 000 | 40 000 | 39 855 | 39 855 | 8 188 CHF | 8 907 CHF | 100,00% | 100,00% |
08/07/2024 | 7,95% | 0,22 CHF | 0,24 CHF | 40 000 | 40 000 | 39 931 | 39 931 | 8 864 CHF | 9 596 CHF | 100,00% | 100,00% |
05/07/2024 | 8,71% | 0,19 CHF | 0,21 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 7 219 CHF | 7 875 CHF | 100,00% | 100,00% |
04/07/2024 | 9,51% | 0,15 CHF | 0,17 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 6 418 CHF | 7 058 CHF | 100,00% | 100,00% |
03/07/2024 | 9,82% | 0,16 CHF | 0,17 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 6 204 CHF | 6 844 CHF | 100,00% | 100,00% |