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 | 56,52% | 0,03 CHF | 0,06 CHF | 60 000 | 60 000 | 59 497 | 59 497 | 1 990 CHF | 3 550 CHF | 100,00% | 100,00% |
15/07/2024 | 50,99% | 0,04 CHF | 0,06 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 2 280 CHF | 3 840 CHF | 100,00% | 100,00% |
12/07/2024 | 50,86% | 0,04 CHF | 0,06 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 2 288 CHF | 3 848 CHF | 100,00% | 100,00% |
11/07/2024 | 65,47% | 0,03 CHF | 0,06 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 1 631 CHF | 3 191 CHF | 100,00% | 100,00% |
10/07/2024 | 66,83% | 0,03 CHF | 0,05 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 1 556 CHF | 3 116 CHF | 99,88% | 99,88% |
09/07/2024 | 54,48% | 0,03 CHF | 0,06 CHF | 60 000 | 60 000 | 59 867 | 59 867 | 2 097 CHF | 3 657 CHF | 100,00% | 100,00% |
08/07/2024 | 44,88% | 0,05 CHF | 0,07 CHF | 60 000 | 60 000 | 59 897 | 59 897 | 2 700 CHF | 4 260 CHF | 100,00% | 100,00% |
05/07/2024 | 43,64% | 0,05 CHF | 0,07 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 2 797 CHF | 4 357 CHF | 99,93% | 99,93% |
04/07/2024 | 45,96% | 0,04 CHF | 0,07 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 2 618 CHF | 4 178 CHF | 100,00% | 100,00% |
03/07/2024 | 41,94% | 0,05 CHF | 0,08 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 2 941 CHF | 4 501 CHF | 100,00% | 100,00% |