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 | 33,53% | 0,03 CHF | 0,04 CHF | 500 000 | 500 000 | 222 548 | 222 548 | 5 790 CHF | 8 038 CHF | 99,89% | 99,89% |
15/07/2024 | 29,89% | 0,03 CHF | 0,04 CHF | 500 000 | 500 000 | 223 686 | 223 686 | 6 346 CHF | 8 593 CHF | 100,00% | 100,00% |
12/07/2024 | 27,11% | 0,03 CHF | 0,04 CHF | 480 000 | 480 000 | 218 647 | 218 647 | 7 089 CHF | 9 285 CHF | 100,00% | 100,00% |
11/07/2024 | 28,84% | 0,03 CHF | 0,04 CHF | 490 000 | 490 000 | 221 877 | 221 877 | 6 871 CHF | 9 100 CHF | 99,82% | 99,82% |
10/07/2024 | 31,24% | 0,03 CHF | 0,04 CHF | 500 000 | 500 000 | 223 156 | 223 156 | 6 114 CHF | 8 356 CHF | 100,00% | 100,00% |
09/07/2024 | 29,21% | 0,03 CHF | 0,04 CHF | 480 000 | 480 000 | 220 017 | 220 017 | 6 725 CHF | 8 939 CHF | 99,73% | 99,73% |
08/07/2024 | 24,73% | 0,03 CHF | 0,04 CHF | 490 000 | 490 000 | 211 720 | 211 720 | 7 415 CHF | 9 544 CHF | 100,00% | 100,00% |
05/07/2024 | 24,75% | 0,04 CHF | 0,05 CHF | 480 000 | 480 000 | 212 213 | 212 213 | 7 681 CHF | 9 811 CHF | 99,70% | 99,70% |
04/07/2024 | 24,36% | 0,04 CHF | 0,05 CHF | 190 000 | 190 000 | 152 232 | 152 232 | 5 490 CHF | 7 012 CHF | 99,81% | 99,81% |
03/07/2024 | 23,26% | 0,03 CHF | 0,04 CHF | 480 000 | 480 000 | 211 700 | 211 700 | 8 062 CHF | 10 188 CHF | 100,00% | 100,00% |